I think the brothel line may have something to do with some traits (though not money related traits). In my Russian campaign, every city had at least the first brothel upgrade, and I had about 10 assassins (and the assassins HQ, to give you a hint at how much assassinating I did). Every one of my kings got nasty dread and squalor traits.

I'm now doing a different country, and I havn't built one brothel. So far, no one has gained any traits like my Russian ones. A few have acquired the bad money traits, but none of them are seriously bad traits.