As I recall from the Fantasia fiasco, being found in a bawdy house is a misdemeanor, and a fine. However, knowing what assholes vice cops generally are, they may try and get information from you, or threaten you with ither charges. Ultimately, I don't think it will amoun to a whole hill of beans.
However, if there are any legal types out here, or hobbyist po-lice, do share.