It's reasonable to be cautious, but not overly so. If you want to try to control the risk, I would avoid Asian massage places (because they have been raided by the cops in the past out of a concern for human trafficking, and because a substantial portion of them also offer a full complement of extras). I would also avoid the spas that advertise in the escort category of Backpage, rather than the body rubs category. We know LE is watching BP, and licensed spas that advertise as escort services are probably red flags to LE and/or bylaw enforcement. On the other hand, I doubt LE cares that much about monitoring spas that operate on a private club/membership model (if LE even can, legally) and which have stated policies prohibiting FS.