Say nothing ever and if actually arrested and brought in, continue to shut up and ask for a lawyer.
The correct advice. Never help them make a case. Any offer of "if you help us, we'll help you", is horseshit. Make them collect evidence as is their occupation, and make the DA prosecute the case as is her occupation. Is your right to remain silent, and not doing this is silly. Think in your mind, what evidence do they have that you have committed a crime? You are in a place that has a sign that says massage, just like Hand and Stone has. No police go to Hand and Stone. But again, never say anything, don't say "I'm just here for massage", the answer to everything is "am I being detained?" and or "I require to have my attorney present before I can answer this question". Don't be a dick about it, just state these as clear facts, with no extras.
They are either there at the behest of the DA or sheriff hoping to get something they can use in the ads for their upcoming election, or they are there as henchmen for the Homeland Security, looking for "human trafficking". Either way, you are not involved. Now, if you're caught red-handed or on video, you're fucked up, but STILL, ask if you are being detained, and declare that you require your attorney.