There's a difference between illegal and unpolicable.
As long as prostitution is illegal, any monetary transaction resulting in sex turns a club house into a brothel. It's a fine line, but all it takes is one waitress giving a handjob during he smoke break and every one gets locked up.
Any hotel/motel is basically a sex club.
Rooms to rent where you have sex.
And it's legal only so long as management is not profiting from sex for money transactions, even if they're generating revenue from renting rooms.
A BDSM club would be fine and legal as long as there are rules about "no sex".
We've all done something we don't want to do "once".