Some privates such as scarlett blue WL are gorgeous babes, model material. High-class escort. The rolls royce of WL. (take this info with a grain of salt).
A legit privates normally live in a good apartment units or a house. In my opinion it feels more comfortable, whilst most brothel just cram you and the WL in a small room. Poorly lit and with the hardest bed in the world.
Some Privates offer extras that WL brothels cant cover, e.g filming, BDSM, Golden Shower etc etc.
In the end of the day, it is just a matter of preference and what you value. It is like comparing a $5 fried rice and a $50 fried rice. Someone will surely go for $5 or $50 and each have their own plus and minus. In the end of the day you still get fried rice.
For me, with my current income. I still go for Brothels, price is cheaper than privates and I am ok with small rooms & hard bed. If I am an Australian Billionaire, I would go for Privates just because.