Incall places on TV (Cathouse, Satisfaction, Sons of Anarchy, etc) have bars and TV's and lounges where people can hang out, spend some time and meet a lady to go to a room with.  
 
I suspect it's available in Nevada and places where brothels are legal.    
 
There used to be a place (Madison Club) that was a RMP with that vibe, but it was massage only.  
 
I was just wondering if we had anything like a private gentlemen's club here

Not any more. Plus Guiliani put the clamp on those places back then.