Robert Kraft is in some deep shit, yes. We still have not seen the legality of the 'sting' he was caught up in tested in court. If they got you on video.. you in trouble.
But the question here is what to do when PD come into a place. Some localities do have laws that require a MP to be licensed. But this is not the customer's issue. If you are asked about activities, say you got a massage. Don't admit to anything further, and you can question any request for ID or information. Now do you want to piss off a cop? That is up to you. And they may have collected vehicle tag info already anyway.
The minute you admit to asking for, or getting sexual favors for money. Well you know the next step after that.