Usually its because they are indulging in other businesses as a side line.
In the UK most escort agencies are left alone unless
a) they start dealing drugs as well
b) they indulge in people trafficing or mess about with girl's passports
c) they don't pay tax - yes the taxman will want his share of the earnings
Prostitution is not illegal in the UK, but procurement and "living off immoral earnings" is. Does building a website for escorts count as procurement? :)