without speaking to your lawyer first.

(still not a lawyer)

Always, always, always refuse to incriminate yourself!  Such a threat (arresting you as a john) has no teeth unless they were in the room with you, or the room was wired... in which case they would simply arrest you.

DOWNLOAD AND READ THIS:
http://www.aclu.org/police/gen/14527res20020304.html?Type=s

You all mist a very important detail. There is no law of coming out of a hotel room anywhere in the United States. Just state, is it against the law to leave a hotel room? They will then try to ask you more questions and even put an answer in your mouth. At that point simply state that you will not answer any questions without your lawyer present. At that point ask if you can leave or if you’re under arrest.

I am about to take the bar so take this for what it is worth but as an aspiring lawyer, this is the best  my knowledge of the law of arrest/detention will ever be.  Fact of the matter is that you were not arrested bc there is not enough of a basis to haul you in.  They are trying to scare you.  Unless the girl gave you up say nothing.  However, these people who tell you to act like lawyers are idiots--the only thing you'll succeed in doing is confusing yourself and telling a lie.  Just shut your mouth, let them take you in (they won't), and you'll be fine.

A few years back, I was at my ATF's apartment getting ready to have dinner, which she was cooking.  We hadn't had sex, and probably wouldn't have had until much later in the evening anyway.

BAM!  BAM!  BAM!

Someone pounding on the door.

She goes to answer the door, and a half-dozen plainclothes cops come streaming into the living room, uninvited.  They separate us and start to question us.  I let them see my ID and tell them she's my friend, which was true enough.  They try to get me to talk, by being "my pal," or threatening me with jail, etc., but I tell them I've got nothing more to say, and I clam up.  They keep us separated, with at least one cop with me at all times.  Every now and then another cop will walk over from where my provider friend is to see if I've said anything, or to try again to trick or humiliate me into making a statement.  One trick was to to pretend to call my wife on my cell phone, telling her they were the police and had caught me with a prostitute.  I didn't react.  They eventually left, after writing my friend a citation.

After they had gone, she told me they had caught a guy coming out of her apartment earlier and had leaned on him for information.  The guy spilled everything, which I guess gave them probable cause to go roust her when I was there.  The guy even called her up later to warn her about what happened, whereupon she verbally tore him a new asshole for being a spineless rat.

The only point to my story is this:  The cops will try to scare you into making their case for them, even if (or especially if) they don't have any other evidence.  Just keep your mouth shut.  Be nice, be respectful, but don't fall for their BS.  What helped me in this instance was that I was truly smitten by this lady, and wouldn't have given her up even if I had been taken to jail, but I learned that ratting her out wasn't even necessary to save my own ass.  It was all a bluff.  When you think about it, what could they arrest me for, anyway?  It's not a crime to be in a prostitute's apartment, or to walk out of it.  In any case, my remaining silent but respectful worked out well for me and for her.