Don't agree with the last line. If there is something untowards going on then we are complicit. People buy fairtrade, organic, ethical and so forth why should this be any different?
Do you discuss you salary, including bonuses, with your colleagues? Do they discuss theirs with you?
When you go to a restaurant, do you ask them how much they are paid and whether they share theirs tips with kitchen staff and management?
It's no different in massage shops. How the massage fee and extras is dealt with is between masseuse and shop, their business not ours.
Your only concern should be is whether she is there willingly, i.e. is not being controlled/not been trafficked.
If you believe that then you leave and report to the authorities.