Felix Dennis (by his own admission) spent £50 million pounds on whores and drugs over a 10-year period, and at one stage at 14 'mistresses', so yes, some people do go a bit OTT.
At 2k a month though, I reckon you could find some nymphomaniac S&M type who wanted to be kept as a sex pet and do that instead. After all, 2k a month cash in hand is about 36k a year to your average working schlepp.
EDIT - the more I think about the above, the more appealing it sounds. I'd probably have to stump up for a flat to keep her in as well though because I don't think my missus would be too chuffed.