I didn't know there was any myth. Honestly until I asked here I never heard of anyone else doing it.  

And to be a bit more clear..... I'm not actually anticipating being questioned by the authorities. I do it because it adds a fun twist to the entire event. I guess essentially I'm creating plausible deniability in my own head that the encounter is anything illicit. When I say "how would one be able to prove" I really mean any imaginary third party, not real life law enforcement. Just an added layer of fun for me. Wondered if others did the same or perhaps had other scenarios? Does that make more sense now?  

I think I chose the wrong word. Should be "illicit" instead of "illegal." I never meant to indicate I ever actually expected to be questioned by police.  

You may recall a couple of years ago a well known agency was shut down and the management, providers, and several clients were arrested.  The apartments had hidden video cameras installed with the permission of the landlord, which recorded all the activities.  That being said, the videos were later ruled inadmissible, because the prosecutors only had a wiretap warrant, which didn't apply to the video cameras.