But only slightly more than I worry about brain-eating amoebas or being in a plane crash. 
It's one of those things that yeah, it could happen. And it HAS happened to people, even just recently.
Some people use private browsers, or TOR, or whatever but my personal feeling is this: if "they" are targeting ME specifically, then they WILL find me and hang me out to dry, no matter what spy-techniques I'm using. LOL.
Lately, the powers that be have been going after the clients more than I can ever remember them doing in the past. (I've been around forever, btw) Just recently, they did exactly as you described and used reviews as evidence.
But really, what are the odds that you or I will get caught up in a big sweep like that?
I'm sorry if I sound unconcerned or cavalier, it just seems the odds for each individual having that happen to him/her are very slim. Especially if you're being even reasonably cautious, which in many of these cases, those who were so charged were absolutely not.
So use whatever level of caution and security that helps you feel a little safer. Probably couldn't hurt. 
As with everything in the P4P world, each individual's choices and comfort levels are uniquely their own, and every one of us should respect that.
In terms of a prostitution bust, LE needs actual evidence, which means they need me, on audio or video, proposing I give something of value in return for sexual activity. Or, they need for me to admit to such a transaction. Or, they need a corroborating witness.
If they want to use online postings as an "admission", they will also have to prove that I actually made those postings, which can be a tall order. Generally, they need to show that the postings were made from a computer I have access to, and at the time the postings were made. Additionally, they will also need to prove that I actually saw (or actually intended to see) the provider I reference in those postings. In other words, they need to prove that such postings are evidence of an actual crime that was committed, or intended to be committed, and were not just an idle fantasy.
And they have to do this for a simple misdemeanor charge. Do you think police have the time and motivation to do this? If so, you're wrong, they don't. The ONLY plausible scenario that they might pursue this to this level is if they already suspect you on a more serious crime (or suspect you have information re a more serious crime), and want to squeeze you.
Now, that isn't to say that some departments won't run prostitution stings. But such stings are based on what happens on *that* day, in *that* room. Also, on what drugs they found in your pockets or vehicle.
