Pretty sure its for the safety of the girls and the establishment. Also, a lot of sexually oriented businesses are required by law to have video survelliance in the event of an investigation.
If there was ever a complaint of prostitution, drugs, assault etc. then the Venus Room would have to hand over video survelliance to LE. Otherwise, hefty fines and a revocation of the SOB license would be at hand.
Which - I think the last thing anyone would be interested in is seeing some old fart rub one out.
However - I have personally worked in several clubs where the "VIP" rooms where recorded. It never failed that there would be one strange manager who would scurry back into the survelliance room with a bottle of lotion in tow . . .