Not really, and they wouldn't do that. They can get your financial records for less than the cost of a cup of coffee once they have a warrant, they do it all day long on child support cases which covers many more people than the adult industry.
The cost of the lawyer assigned to prosecute you is far higher than the cost of pulling banking or PayPal records. If the cost of the prosecutor doesn't stop them the cost of executing an electronic warrant sure as hell won't.
They would never get a warrant to go on an industry wide fishing expedition looking for violations. They would easily get a warrant when they already had found a client with a suspected escort and were trying to prove that particular case. The warrant would also cover your emails, text messages, etc.
Having established that a woman is an escort they would have no problem getting a warrant to find out who has been paying her through banking, PayPal, etc., as they have probable cause to suspect the transactions are crimes by the senders.