The space taken by their building is my main reason for not using them. I could entertain more per map square using other buildings. Ensuring pirates have short routes between buildings helps keep em appy.
A skilled wench in a brothel with drink and cigars will blow even your highest ranked pirate blues away with plenty enough satisfaction.
Then I cheat as well. One skilled wench goes from establishment to establishment in order to greet each new arrival. That sets the rate of satisfaction they are going to derive from the visit.
Skilled wench then moves on elsewhere.
That micro tip would work with one Courtesan running several courtesan buildings...if you had the space and inclination to micromanage.