to add to @LittleWing detailled information, 2 more sectors of activity:
* Licenced massages (Chinese or Thai), Sauna,...
They are licenced (and the government issued licence is generally posted on a wall with the name of the person in charge) for...masssages,
so if they provide extra services...that is risky business.
BJ or FS would clearly fall under organized prostitution, i.e. jail time for the person in charge if police raid,
For places with a clear and public address, if world of mouth becomes too loud about extra, cops may also come too for ...massages or more
.
(so writing a report about explicit extra services in such a place with no RA is not exactly ...nice to them)
If the place is rather stealth (like AD with NO address, so they have to filter), they may be more aggressive.
HJ is generally overlooked.
* Wanchai bar girls
2 aspects:
The legal status of the girls determines if they are engaging in something illegal (tourist = not legal, domestic helper = not legal, Permanent HKID = OK)
Then there is the potential responsibility of the bar if seen as facilitating / promoting illigal activities.
Generally, girls get % cut on drinks (all or selected depending on bars) generated, kind of "marketing representatives".
From time to time, police walks in to control visas (to prevent overstaying)...and implicitly reminds that "tourists" can also drink of course but if...