The only bad thing about paying for sex is that you will become addicted to it and you will be reinforcing that pattern in your mind which at the end of the day will slow down progress (if Sotapanna or Sakadagami, there is sutta of Sakadagami having sex with his wife). Paying for sex gives a “thrill” but it’s no different than buying a bottle of alcohol. There are many layers to it, I would not say it’s wrong in terms of Dhamma itself but by understanding Dhamma you will know it will lead somewhere. Drinking here and there may not be bad or a “sin” but it’s a high chance to be a gateway for addiction, once addicted it will be very hard to give up. Most people do not know themselves or their gathi until it’s too late for them.
People who sell sex are often deranged one way or another, often connected criminally – if you have any residue of karma waiting to be ripe and end up with a bad result you increase the chances of getting hurt and suffering, etc. There are many layers to it.
Understanding bigger picture of Dhamma helps see things as they are in much bigger view and depth so it does not become gray area but clarity area I would say