Yes.
It's less awkward, they seem less nervous because they know who you are, you know how to get to the location (for an incall), and comms are smoother. And most importantly, they know what you like.
And if they were bad, well...they wouldn't be a regular in the first place. The same logic applies to eating out. I wouldn't return to a restaurant that gave me food poisoning; why would anyone return to a bad WG?