Prostitution, Weed, Gambling.etc can never be banned. They have been around for thousands of years (or probably since the beginning of humanity). Semitic religions such as Christianity and Islam imposed a moral code on us, which is not very compatible with the basic human character. This is one of the reasons why we hear about so many sex abuse scandals from the Islamic and Christian clerics. I am not saying that Buddhist and Hindu clerics are immune, but the incidence is very low.
And the problem with banning prostitution is that, since sex is one of the basic human necessities, the demand will always persist. And this will result in the business going underground, where there is more scope for exploitation and forced sex trafficking. Legalization can eradicate this issue.
Almost nothing can be banned by government if it is set up to be done privately. Government is there to regulate the public, not the private. In private, government might still have some control over things that are dangerous. But government has to be ready to prove the danger in court if they attempt to regulate what you do in private. Sex laws are currently set up so that consenting adults can do just about any sexual thing in private.
We have had gentleman's clubs for ages. Since they are private, there is a lot that goes on within them that would not be allowed in public.
Possibly the best way to set up a private club these days is with Private Membership Associations (PMA). Net search and Youtube search on "Private Membership Association." If you set one up, the attorneys who do your legal paperwork will be ready to help you if government tries to take away your freedom when you are doing things in private.
All of that being said, prostitution, public or private, wrecks the lives of people and society. Rather, get married (via a simple PMA if you want, rather than a public marriage license), and keep sex between one man and one woman, in the family.