One thing I haven't seen discussed much (though I skipped over several pages), is why would he deny this, given that they allegedly have him on film. Here are some possibilities:
1) he is just lying in a kneejerk defensive moment
2) he thinks they are likely bluffing and is calling their bluff
3) he thinks they might have him on film but doesn't think it will reveal conclusively that anything illegal occurred
4) they think they have him on film but it might be someone who looks like him
(NOTE: we know he has attended the place, but we don't know how they correlated the alleged film to him)
5) (something I've not seen mentioned)--something was done to him without him requesting, in hopes of framing him (they know he's rich--a film of him paying, and then someone grabs him--if there is no audio, can you prove this was requested? it could be a set up, or it could fall under 3 above)
6) he is on film, and he did do something illegal, but he might not know it is illegal (unlikely, but it is conceivable that something could count as a sex act legally that wouldn't necessarily be obvious to everyone constituted one--everyone is assuming what it is, but I do not know if that has been specified)
1) certainly happens a lot, but you'd like to think he wouldn't be that lame if he has good reason they have something clear cut on him. 2 is plausible, but seems like a big gamble. 3 makes more sense, if he is already considering a legal strategy (same with 5, but then at least he could see why they accusing him--but that would still fit his saying he did nothing wrong). 4 seems a bit of a stretch, but not ridiculous (and sort of overlaps with 2--he might think it is not sure that they really have HIM on tape, but can try to make a case that someone is probably him, etc.)
In human practice, 1 seems the most likely, but somewhat less likely than usual for the reasons I give. It could still be the most likely overall, though. I think 2 and 3 remain moderately plausible (but 3 somewhat more so). 4, 5, and 6 seem less likely, but can't be ruled out. Putting these together, I think it ends up being 50-50 they really have enough on him, and if they don't, its 50-50 whether or not he did do something and managed to get away with it, or really wasn't guilty of a crime in the first place. That means to me it is probably 75-25 he actually did something illegal. NOt something you celebrate, but 25% still deserves not jumping to conclusions.
Of course, all of this is separate about whether or not it is a "good look" to go to a place like this in the first place.
Just my thoughts.