As I recall, the only way the military can place a legal establishment "off-limits" requires a quasi-legal board hearing and the approval of the military commander. The establishment then must "be served" to provide notice. There is no penalty for the establishment for violations but the service member who violates such an order can be court martialed. Now it would seem to me that if the brothels were off limits, there would clearly be a record of it somewhere. Having not found it, I conclude it does not exist. IMHO
Yeah I don't think that establishments themselves can be off limit (although I may be wrong)...I think it's the activities that can be conducted there are what is frowned upon. Even though going to brothels is one of the safest ways to get busy (lets face it...you can't trust a gal now-a-days that says she is clean...I kinda want proof myself lol)...but I think for the most part it is a "safety" thing they are most worried about (when it comes to sexual activity)...
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But, as Gummi Bear touched on, there was a don't ask, don't tell mind set about visiting Ladies of the Evening. As long as you didn't show up at a medical dyspensary with a case of the clap, no one was gonna say anything about your off-duty shenanigans.
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As you said PB it's more about safety than anything.
...so while there are those "rules" or guidelines, if a higher up came and questioned why they were allowing activity like that going on (not making a fuss about gentlemen going to legal brothels), IF they had proof that the men in uniform were actually patronizing those establishments for the purpose of partying, then they could (again if they wanted to) make a stink about it and cause trouble for the gent patrons.