I am in Zurich a couple of times a year and I always go to Paragonya. The selection of men is great and and I never experienced a pickpocket problem there. As you may recall there is video surveillance in the locker area.
Also, you may remember that Carusel Bar closed about 7 years ago. So your information may not reflect the current situation.
As for hotel Zurich for sure is not the cheapest, but there are very good options like:
https://www.motel-one.com/en/hotels/zurich/hotel-zurich/
I think is ok if you don't like to visit Zurich anymore and prefer Barcelona (a great city) instead, but I feel it is not appropriate to add outdated information in this chat.