Other than letting the police get called, I fail to see where either the Secret Service or military guys did anything wrong - assuming prostitution is legal in Columbia (which I assume it is since the police didn't seem to care about it).
We had this happen when I was at SOUTHCOM (1997-98) and the Commander's wife had a fit when she found out some guys were partaking downrange. The JAG basically said that if it was legal in the country, if there had been no order prohibiting seeing prostitutes, and if the servicemember did not call attention to the fact he was in the U.S. armed forces then it was perfectly okay under the UCMJ.
I wonder if the guys at Fallon get in trouble if they visit the legal brothels in the area.
When I was the Nuclear Weapons Officer on TR and went to the PRP Certifying Officer school in Norfolk (early 1990s), the instructors used this type of incident as well as things like playing "Smiles" in Cubi as examples of activites that "while not illegal or against the UCMJ are obvious grounds for refusing to certify or de-certifying individuals from the PRP". I was sitting with another former Westpac LT and a female AO LDO LT who has also been to Cubi. I asked the instructor if he was positive this was descertfying behavior and he said "Absolutely". So I gathered my stuff and the three of us got up to leave the classroom. The instructor said "where are you going, class isn't over". I said that since all three of us had been to Cubi and either partaked or watched the fun, we obviously couldn't be in the PRP so there was no reason for us to finish the course. I also told him he probably needed to tell Bupers to decertify the entire west coast Navy and to ask our detailers why they thought we were eligible to be certifying officers when obviously we were morally defiecint. Neededly to say, a JAG than came to tell the class the real legalities under both the UCMJ and PRP.