It really is a grey area this whole getting arrested/fined or whatever. I see escorts advertising all these services, full service, daty, etc. I guess they just say that on their website as "these are the type of things I may do on our DATE"? Or something of that sort. Again you pay an escort for "time and companionship like BD said.
Now with regards to massage places you pay for a room fee and time with a masseuse. After getting a nice massage you strike a nice "connection" with her and decide to get frisky together as two "mature, consenting adults." Behind a closed door nobody can prove you discussed for example $50 for a hj, $80 for bj.....clothes off etc,etc. You have your fun and tip her for the "great massage". Hell I tip waitresses, my barber and cab drivers and that's not illegal.
I have heard that there is a law about masseuses getting naked or something but again I think it boils down to two consenting adults doing something behind a closed door, and the shop owner pretending to not know what's happening.