Maybe in your country...here i don't know of any legitimate actual massage therapy that would give sexual favors for cash. In fact the schooling is fairly intense and they make a good wage. The environment is quite controlled.
I know it happens as a family member of mine went to a so-called high-end spa, and he said that although he didn't partake, that sex was available.
The business requirements vary greatly from state to state. In New York, it's a criminal offense to practice massage therapy w/o a license. In other states, like Kansas, it's perfectly legal to employ unlicensed therapists. The process to obtain a therapist's license can vary greatly, too.
Here in WA, it depends on how the business describes itself. If they just say
"massage", then they're probably good and can employ virtually anyone. But if they use terms in their advertising that implies certain techniques or methods, like reflexology, neuromuscular, deep tissue, etc, then they have to use only licensed therapists.
There's also the issue of business licenses that are approved by cities and counties. They can as terms of the business license require that they employ only licensed massage therapists, and if they violate it, they could lose their business license and be shut down, but not necessarily have to face criminal charges. That's what happened to the ones here in Kennewick that got shut down, they were out of compliance with their business license.
Busting the massage therapists for prostitution is very difficult. Like any other prostitution, about the only way is to use undercover LE or vice squads, and the understaffed police departments have better things to do than to pursue victimless misdemeanor crimes involving two consenting adults. What they'll go after, as they were in the sting operation Robert Kraft got caught up in, is if there is human trafficking involved, which is the case in a lot of these rub-and-tug joints.