Or it could simply be that they don't want to take the chance on sweeping up some police superintendents or MP's during a raid on a brothel. At least on the streets they're only inconveniencing the lower classes.
I find the whole concept of trying to stop all prostitution to be stupid and dangerous. People are going to pay for sex. Always have, always will. Legalizing it allows for safer conditions for both the prostitutes and their clients. Then you can let the police clean up the streets and the illegal houses.