Take note that if you capture a town with a brothel or higher level, and it doesn't get "demolished", you can keep it (doesn't get auto destroyed, which is what i assumed at the start). In fact, on my first Teutonic Campaign as The Order, in Jerusalem (had a Tavern or Inn), and turned it into a Master Assassin's Guild, which purged the infidels(Egypt, Lithuania, nosy Poles and HRE units) quite quickly and effectively, at very little cost.
edit: Fixed typo
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