You may well be correct about that, but it's not really a historical game, but loosely historically based. Increased crime from the tavern or brothel is "realistic" within the parameters of the game itself. In game terms there are a few ways of representing this:
1) So called "Negative Income" - i.e. money lost to corruption and crime
2) Propagate heresy - i.e. people are less interested in religion - not keeping to the scriptures, etc, etc.
Negative provincial loyalty would not work well, as the brothel line already give a bonus from the first level due to the "entertainment effect". It could be applied to the tavern but then they'd just negate each other, due to how their tech trees are tied together.
The scum of the earth, hang out at both establishments, so I would say it's entirely feasible to have a small trickle of both heresy and a negative income for both, or e.g. heresy for the tavern and negative income from the brothel (i.e. corrupt officials. It's interesting as it's a "trade off" scenario.
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