Forget they were PCSO's for a minute. Imagine they were postmen, delivery drivers or roadsweepers. If any one of them were in a brothel when they should have been working then that's gross misconduct which is a sackable offence!
If they were in the brothel gathering intel or promoting comunity spirit or whatever then I'm sure there are procedures to be followed (like logging it or reporting it to a superior or whatever). They didn't, they got caught, they got sacked though I understand one resigned before he was sacked. Let's hope the one that resigned didn't get any benefit for resigning. It's been a favourite ploy in the past for a plod caught with his hand in the cookie jar to be allowed to retire on health grounds or resign and keep their pension and that really annoys me!!