It seems that Massage Parlors have long existed & probably continue however as you noted some are pretty high profile.  I know of one in my area which is/was in an unmarked building with discrete parking.  
See the link below for my local news...  

I prefer low profile discreet ladies or agencies...
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Many exist, and as long as they keep a low profile they are often allowed to continue to operate. Especially in places like Dallas which are very friendly to gentlemen's entertainment requirements.

It really depends... One of my ATFs is a Korean spinner in a AMP, and I am not really a spinner kind of guy, but she gives a HJ that beats nearly any BJ/FS I have had (civvy or hobby), and for a great value.

Places like S. CA are different (San Fran is special). In San Diego for example... there are lots of places that are nude modelling shops. Look only and take care of things yourself, though some "massage" places there offered FS.

Toronto... OMG!

Anyway, the thing is it can vary by locale, and the girl.

They can be tricky for a couple of reasons.

One is, like you point out, they can be targets for LE, and busts at them were quite common a few years ago.  Nearly all of them in Connecticut got shut down after many years of them thriving.

Rhode Island had many MPs but now that they passed a law closing a "prostitution loophole", LE is heavily on their case, and I wouldn't go to these places until things die down a bit.

Also, there is no guarantee of even a HJ at some places.  I visited a MP in RI about ten years ago.  From the outside and even inside, everything looked right about the place, but when I asked the question about extras, the massesuse just giggled and said, that they don't do those things there.  Live and learn.  At least I got a good massage out of it.

On the other hand, I just visited an MP yesterday that has been in business for nearly 40 years.  (which I bet is a record.)  The owner has tacit permission from the local LE I am told as long as nothing beyond a HJ is offered.  

I find that it is a nice fall back in case a preplanned date goes bad, which was the case yesterday.  I like this place because I know that besides the HJ, I'll get a real legitimate massage.  The gal I had yesterday was quite cute too.  I have met no fewer than two gals from this place whom later we started meeting off site for more involved sessions.

But I digress.

One thing that is often the case is that when LE does bust these places, they often let the clients scurry off and just collar the masseuses.  This is not always the case however.  I reall about a year ago a very public bust in Las Vegas where the clients also got busted.

So, it's up to you and your risk tolerance.  The more research you do into a location, the better off you'll be.  Try asking about places on a local board and see what you find out that way.

Massage Parlors are an easy, relatively low-risk way to sample a "Pay for Play" experience.

If you're asking how they can possibly stay open when "everyone" knows what's happening inside, I have the same question. I assume some towns have a police force that just doesn't care, unless they receive complaints. I doubt it's a situation of bribery, more likely just laziness, or a willingness to leave things well enough alone.

These places are too out in the open, and thus appear to be obvious LE magnets.  Yet, there are hobbyists (many) who obviously frequent, and prefer, these places.  I wouldn't even consider...risks too big...

I have a low risk tolerance, so I avoid those MPs.  I also prefer well reviewed indies or the legal brothels in Nevada.

However, the Nuru Massage sounds rather alluring ...LOL.  I wasn't sure if a link to their website is allowed here, but if you google "nuru massage" it will be at the top of the list.