I've never been to a brothel. I think for me there is less guilt (I'm going for a massage) and more satisfaction (I may receive for than I bargained for) in going to a massage place. I get that this doesn't make sense to a lot of bros because the end goal is the same, but for me I feel that the service(s) I receive is a direct result of my actions and the repoire I build with the girl. The thrill of the chase and the end result.