They are private contractors, so yes, they don't have a place of business. You think a pro athlete is just going to saunter into Massage Envy chain store? Private chefs and dietitians - which a lot of pros use also have no place of business - do they sometimes have sex with their clients?

You are presuming that everyone behaves like you would if you were getting a massage. This seems to be more about you, than the case itself.