Not as such, but many years ago plod stopped me as i was getting back into my (company) car post punt. They had been watching the place, saw me go in, and leave 40 minutes later.
They tried to guilt trip me into admitting i had paid for sex ("what would 《name of company》 (obviously had PNCd my car reg) think of you visiting a brothel on company time?)
I stuck to my guns that i had only been there for purely theraputic reasons (a bad shoulder (partly true)) and eventually they sent me on my way with a recommendation to stay away from that place as they would be raiding it shortly and it would be better for me if i wasnt there at the time.
Once safely out of the area, i did ring the parlour and warn them of what had happened.
I suppose you could have turned this to your advantage, by telling them, yes you do know what goes on in the premises, but that's not why you there
Kelly from New Blythswood Sauna Glasgow, always gave a very good massage, don't know if she was trained in any way, but just alone for the massage, I would go and see Kelly
So if the girls in the Sauna, give a good massage, and compare the price to a legit place £20 versus £50, you might be inclined to go to the sauna and pay £20, and get a relaxing massage