If you are in a hotel far away from home, I'd say let them think what they think without worrying about an elaborate cover.
What were they doing that is illegal?
Unless they themselves were illegal or underage or being controlled against their wishes etc.
For a start the girls would have been breaching the hotel's terms of service and could have been thrown out.
Secondly two girls together in one room means the place is a brothel, leaving the girls and hotel open to prosecution.
Then it's a pretty good assumption that two chinese girls with minimal language skills didn't get to the hotel by themselves, so you've got a trafficking risk there, which the hotel is required to act on. And remember if they are thought to be trafficked, any visitors become targets for the police.
That's why a backstory is always a good idea when visiting girls in a hotel