I think Rain started off his career in a Korean boyband called "Fanclub" so that's why there's a line in the movie where one of the guards is watching him on the monitor and says something along the lines of:
"That's your assassin?! He looks like he should be in a boyband!"
Which I (and the 3 other people who'd ever heard of Rain) thought was a pretty funny in-joke and a sign that the movie doesn't take itself seriously...
You're right in saying that there was also a tiny little Korean fan club at the screening - that's "fan club" not "fanclub", by the way... What was Rain's former band's fans called anyway?! The Fanclub Fan Club?

Anyways, they were sitting across from me and it looked like they were pretty much covering their eyes up during most of the film (which pretty much consists of various ways to separate a man from his limbs) and then you would catch them just peeking out during the talky scenes to catch a glimpse of their Rain's half-nakedness...