I've got mates in the Met CID and they say that, unless there is a good reason to raid/close down whatever, they will normally turn a blind eye.
Good reasons would be trafficked girls, drugs, complaints from neighbours, directions from top management etc.
Apart from trafficking, Old Bill regards running a brothel as a pretty victimless crime. Your average copper isn't really bothered by prostitution and may well partake from time to time himself.
It's police who are arguing against the Swedish Model as unworkable and unenforceable - they really don't want it.