I'd make a distinction.
Walking because you've done insufficient research and encounter a person or situation you're not comfortable with but could've identified and prevented, is fine once or twice but learn from it. Equally walking when the woman, services, etc are as advertised but you're not attracted to her in person, is ok but only very occasionally if you don't want a reputation as someone who looks but doesn't stay and pay.
In situations where you don't feel safe, feel your identity may be compromised, the woman, services, etc are not as advertised, you have concerns that the woman may be coerced etc, then make a polite but assertive statement that you are not prepared to proceed and will leave. It would be helpful to review, and if you suspect coercion then report it to the Police.