I agree with you. I just returned from Mexico City and I would have to say I was disappointed. The scene there is almost entirely dominate by sex clubs (Dallas, Paradise, Sexto Piso). The one supposed "European Style Sauna", So.Do.Me, apart from its hours ,is really indistinguishable form the sex clubs. These are all dominate by a much younger crowd that have no interest in someone of more "mature years." I can have much more success at my local Steamworks.
So I think I will be returning to Brazil next.