To return to the original question, one big advantage is convenience. You can often walk in without an appointment, so no need for punting phones or possibly incriminating comms traffic, messing about with texts etc for directions and so on. TCM shops are easy to find and open late 7 days a week usually.
Even escorts often offer massage as an "ice-breaker" for those who like a bit of build up before the main event, so as others have posted, by trial and error you can find good reliable providers who will offer great service, up to and including FS in some cases, but again I would not broadcast such info if it would compromise the girl, the shop, or my continuing satisfaction!
Luckily there is a wide range of services available in the sex industry, as this site shows, so each to his own I say.