E,
I won't judge your sexual exploits there...lol!!! I think then you might need a consultation with a lawyer, but the positive thing is that you were never charged with eating a honey belong to a "madame". If you were charged with patronizing a prostitute, I think you will be in serious trouble with USCIS. What concerns me and which is something which you should be a little worried about, is whether ICE made notation in your file, also I wonder and if they can pull-it through your SSN, 99% percent that they can find information on your immigration status using your SSN, they are the federal govt. You should hope that they just used it to verify your legal status in the US, and just decided to cut your some slack, you needed some action and understandable for a man to want a woman. The big issue here is also that you don't remember if you were FP and your filed added with notes about your visitation to the "madame" house.
Lastly, each time USCIS hears the word prostitute, their antennas are raised and will luckily want more details, paperwork that the case was never filed. In the absence of knowing which offices raided the prostitution place of employment, it will be hard for you to collect this information. You strategy should be this, talk to a lawyer first, and secondly, ee if you can ran your name against the court records, to see what appears. From my own experience, in Maryland, I can run my name in their court system, it will show that I had a speeding ticket in April 2010, that's it and it list all traffic, criminal and civil (glad I don't have anyone). I am not sure if CA has this info, you want to see what USCIS can find via routine background research. If you are positive that no case was ever filed, then I wouldn't mention this episode because unless you can prove that you were never charged, USCIS will require information outlining that this case is done and never filed.
I didn't judge your morals, did I? I just had fun with the prostitute aspect of it.