I made friend with a local older gentleman in rio who told me the boys can behave “a bit different” when outside of the “thermas”, and he advised that I should never take the boys out of Sauna, also citing safety reasons.
in my experience it is perhaps true. They can be less enthusiastic, plus the “standard” charge for going to your hotel is R300, as of Sept 17. I met a few American guys who said they were charged R300 also when taking the boys out. I did not feel unsafe tho.