Vice and all authorities know about "these places". The body rub parlours (Which can be seen on every corner of the city) are the ones that typically offer the advanced sexual services. I guess some Rmt's, or foreign trained massage therapists feel the need to compete with them...offering extras.
They won't shut these places down, because they don't want the industry going underground...where they can't monitor them.
I'm sorry you are going through what you are going through right now. I hope you will seek out counselling, as soon as you are able.
Sincerely,
The Maestro