Not sure about that. There are some very explicit online ads on a couple of websites that include the addresses of 'massage' clinics or 'spas'. Message boards are also a source of information that indicates illicit sex is common amongst them. I'd post links but I don't think it appropriate for a G rated public forum. However, a simple Google would likely reveal them.
Here in Kennewick, there are a bunch of them, 8-10 just in the Clearwater Ave. corridor, most of them Asian operated businesses. There isn't that big of a demand for legitimate massage therapy. The cops and govt. authorities have to know about them. LE may feel that it's better having that kind of activity going on inside a business rather than street walkers. Besides, they have better things to do than crack down on adults engaging in consensual sex, especially given their shortage of police resources. My guess is that they draw the line at minors, human trafficking, drug use, money laundering, etc.
As far as the number of massage therapists that are legitimate, I'm not close enough to the scene to offer an opinion. However, the activity appears robust enough to where I wouldn't say that 'most' are legitimate. There's a lot of rub-and-tugs out there.