Not only did you do the right thing, but almost certainly your company probably has policies against those things. Many international/global companies have policies against paying for sex at all.
Additionally, there's a great chance that the girls were probably not willingly in the sex trade, or even adults. Check out https://www.justice.gov/criminal-ceos/extraterritorial-sexual-exploitation-children for details on how a US citizen can be prosecuted for having sex with trafficked children.
Check out https://www.whitehouse.gov/wp-content/uploads/2021/12/National-Action-Plan-to-Combat-Human-Trafficking.pdf for information about how the US is dealing with trafficking, there's great info on there.
The majority of sex workers are NOT doing it willingly. You took the right stand. It's reprehensible, and you were right. If your company does a lot of business overseas, I would be really, really surprised if they didn't have a policy in place against what happened. Had you partaken, even if you didn't do the deed, you could have been in violation of US law, and, if there is such a policy, that policy. You were smart to stay clear.
Now, having said that, you will likely catch a lot of crap from your coworkers if you take any action. If you do decide to blow the whistle, be prepared for it to be pure hell. Whistle blowers are never treated well, and they're often drummed out of the organization.
I admire your attitude, and I think you did the right thing. Tread lightly, though. Sacrificing yourself for your ethics is not as glorious as people think it might be. It makes your job worse, it makes your job hunt worse, and it generally damages the person's life, even though they were right. "No good deed goes unpunished."
You might consider finding a new job, but I have some bad news for you: this shit happens all the time. Especially in sales.