// fiz um pouco diferente: usei merge com inner join
MERGE INTO CLIENTES AS CL USING (
SELECT
TBC.CPF AS CPF,
TBC.NOME AS NOME,
TBC.BAIRRO AS BAIRRO,
TBC.VOLUME_DE_COMPRA AS V_COMPRA
FROM
SUCOS_FRUTAS.DBO.TABELA_DE_CLIENTES AS TBC
INNER JOIN SUCOS_FRUTAS.DBO.TABELA_DE_VENDEDORES AS VD ON TBC.BAIRRO = VD.BAIRRO
) AS RES ON (CL.CPF = RES.CPF) WHEN MATCHED THEN
UPDATE
SET
CL.VOLUME_COMPRA = RES.V_COMPRA;