The main problem is that Glasgow City Council are a bunch of backward, incompetent, morally authoritarian cretins who are more interested in enforcing bus lanes and needlessly banging up hookers, than keeping main roads in a safe, drivable condition or sorting out the massive drink and anti-social behaviour problem the city still sees every weekend. Pushed by the hypocritical, puritan Presbyterian establishment with the likes of Rhoda Grant and The Daily Record on one side, and good, old Irish-Catholic guilt on the other, I'm frankly surprised the Glasgow sauna scene lasted as long as it did. Add into the mix the fact that a good proportion of those in the council and most in the Catholic church are of such persuasion, and you also have the answer as to why the sausage clubs are allowed to stay in business.
Further east however, thanks to its profile of being an outward-looking international city instead of being obsessed with parochial, provincial, sectarian backwardness as Glasgow is, Edinburgh has sensibly adopted a far more liberal and manageable attitude to social norms, but to what the "city fathers" in Glasgow would consider "social problems." As a result, things such as drinking outside, longer drinking hours inside and prostitution are handled with far more care and liberal sense, and are therefore far less problematic than they are in Glasgow.
In other words, you can't buy a pint in pub in Glasgow after 11pm, even on a Saturday night. But scumbags can still easily hang around the street, drunk and angry after being knocked back from a club with nowhere else to go, harassing street walkers, who've no saunas to work in. After being told where to go by the streetwalkers, they look for a fight when the clubs, all concentrated into two streets, all spill out at the same time, before getting a chippy all the way up till 5am.
In Edinburgh, however, all pubs evenly spread throughout the city are sensibly open till 1am, at which point a good proportion of people go home. Clubs then close at 3, as do the fast-food shops, but again are far less concentrated and don't cram massive drunken crowds into bottlenecks of take away outlets for a further 2 hours, where nobody can get a taxi, because everyone's trying to get one from the same place at the same time and the night bus service is pitiful. Now, which city is well-handling social norms and which is creating its own problems?
In short, if you wanted extremely contrasting examples of how to run a geographically and physically challenging historical city relatively well (trams aside) and a purpose planned, modern-industrial, concentric-designed city abysmally, Edinburgh and Glasgow are your best bets. No prizes for guessing which is which. The issue of prostitution is just one perfect example.
The bigger issue at play however, is that we shouldn't even be having a discussion about which city councils are more tolerant of what are technically "illegal" brothels. With every so-called "vice" in society, criminalisation doesn't prevent in the slightest - it only does exactly what the label states, pushing it underground where it thrives in the hands of ruthless bastards who exploit the vulnerable with it. If prostitution was legalised and taxed, instead of being a needless cost of policing to the state, it would become not only an income and economic asset, but also, over time, an accepted and respected way for women of choosing to make a living. Yet like it's morally bankrupt position on drugs (booze and tobacco being the biggest killers of all, of course), euthanasia, censorship and the rest of it, the establishment likes to forget all humans are simply intelligent animals - with such needs - and buries it's head in its hypocritical hangover of Dark Age Christian-influenced backward draconianism, while mainstream society blindly trundles along after it. It's hard to believe that even in the 21st Century Western World "live and let live" is a principle the state still largely ignores. In Roman Civilisation, the most advanced in history relative to its age, prostitutes were legally acknowledged and accepted as an inevitable component of any functioning society. Sadly ironic isn't it, that working girls had more respect 2000 years ago than they do today?
Everyone knows completely legalising hooking would make it far safer, all round, for all those involved, and would also clearly solve the vast majority of other problems that go with it. And even in the worst case scenario where not every problem is solved by its legalisation, doing so can only make it better, certainly not worse. Bait 'n' switchers could even be done for false advertising. Why not?