I've read various reports that usually during a raid, if the provider is not under age, then the Johns usually get a slap on the wrist and let go. I've also being advised to keep my brief near me during the activities, and if there was a raid, then I just need to put my brief on before LE enters the room and claim that I am getting a massage, and there is nothing they can do. Is this a myth or is this really the thing to do if one runs into a raid (knock on wood)...
I doubt throwing your undies on as the cops are coming through the door will do you any good but I am no attorney. There are plenty of mugshots of Johns getting caught up in stings so don't expect to not be arrested if you are there. There will likely be condoms around so the massage lie won't fly.
I think the best thing you can do is get dressed and keep your mouth shut.