I was in Havana three times last year including once in October and last week, and twice in 2010.
There is always a concern on their part that the police will apprehend them for talking to you. One girl had come to my hotel outside Havana to meet me, but had forgotten her ID card. She happened to be stopped just across the street from my hotel after getting off the bus and was picked up for not having her carne`
Quite a few of the Havana girls go to Guanabo at night to avoid the police presence in Havana. An Italian tourist was apparently robbed in Guanabo in October by some locals, the next night a bunch of undercovers on motorcycles and car loads of uniformed police descended on all the bars/clubs in Guanabo and picked up almost every Cuban girl in sight for questioning. All girls near the hotel were picked up too. Although less than Havana, most nights there was still a significant police presence, including patrol cars on both sides and in front of the clubs to check everyone coming and going. Any tourist picking up the pros usually had to pay for two taxis, one for them, the other for the girl to avoid being seen together.
When I met some girls in Old Havana, they would walk ahead of me to avoid being seen together, we went to cafes where they were out of sight from public view and felt safer. The previous October, a girl was walking beside me, crossing the street at Parque Central to show me where the bank was. I had asked her if it was okay to be seen with me in public and she said yes as she had never been in trouble with the police. As we crossed and started walking through the square, a uniformed policeman pulled her aside, and had her picked up and sent to the police station. I spent about 3 hours talking to different cops trying to persuade them she had done nothing wrong.
At times I did see tourists with local girls, I imagine they were in more permanent relationships and therefore not as worried about the police. Some of the pros didn't seem as concerned with being seen, that may have been because they were paying them off either in cash or service. A guy I met in 2010 who practically lives there now said some cops run their own girls and these girls don't worry about other cops either.
My last night there last month, a couple of Canadian guys I had met picked up some girls, tried to pay security to bring them up to their rooms. This is a hit and miss proposition. (Apparently not too long ago, a tourist illegally had a girl in his room in our hotel, claimed she stole something and called the cops. The girl and security were in trouble, this could mean jail time for both.) So, the Canadian guys were turned down and went to a nearby tourist apartment complex and paid security for a room there. As one guy walked towards the building, the cops pulled up and asked where he was going. They had apparently seen the girl's taxi outside the building. They ended up asking for some items as "gifts" The guy was originally from a middle eastern country and was terrified of getting in the car with cops, walked back to our hotel and gave them what they asked for. Needless to say, he had lost interest in continuing with the girl after that.
I was last in Cienfuegos about 4 years ago, and it was pretty much the same. Almost like a game of cat and mouse with the cops, with the girls paying the price if you get caught.