Well, there's a new idea. People have been wondering about ways in which private businesses could make money in space - in other words, how can the profit motive be harnessed to the cause of space exploration? Space tourism is one obvious way; maybe you've just thought of another!
I imagine a Bigelow inflatable space station with regular rockets arriving bringing jaded, decadent but extremely rich men for a zero-gravity thrill that they simply can't get on earth. I'm sure that there would be takers. Of course, it wouldn't be a very discrete brothel, given the publicity that private space travellers generally attract, and attempting to shin down the fire escape to evade police raids would frankly be deeply unwise. Also, private astronauts generally have to undergo a training programme on Earth first, and I'm not sure what that would involve in this case.
On second thoughts I'm not sure this is the image that the new frontier really needs. It isn't the Wild West, after all.