Saying "thank you" is nice manners, cos it means you appreciate a job well done. It would be bordering on the sociopathic not to thank a plumber, builder, dentist, teacher, fireman, ticket seller etc etc for doing the job - in a polite, respectful way- for which you have paid them. Just giving people the money owed to them isn't felt, surely, to be enough: logically (if you were Mr Spock, say) there's no need to thank them, as the money is "thanks" enough; but most people would feel it was bad manners/ rude/ graceless/ even borderline autistic not to acknowledge the humanity of the service provider by, in addition to paying, thanking them. Although you've paid for the service, they've decided to give that service to you when they needn't have done, so they've done a nice thing, so you say thanks.
I don't understand why the OP thinks that the provision of sexual services is any different. And since what a sexual service provider is doing is "meeting" you, it seems to me that thanking them for this meeting is just ordinary, pleasant, unremarkable good manners and politeness. Unless you think that the provision of sexual services is somehow morally objectionable, in which case you probably shouldn't be buying it in the first place, surely?