its not just the US btw. I once was crossing at a border I do not usually cross into Canada at. The border agent was giving me a bit of a bad time. He then politely told me that, visiting Canada was a priviliege and not a right. I thought about it and ya, its true. I have no "right " as a non citiizen to visit canada.
As far as the US is concerned, alittle moderation is in order. Prostitution is illegal in most states in the US. so ya, it NOT a good idea to enter a country to do illegal activity. Pretty much a no brainer. Dont blame the country, its their laws and we are forced to respect them. Canada also has some regressive laws in my opinion. Such is life. I dont break them. So the answer is do not go to the US to practice prostitution. Or if you take teh risk, then dont complain if you are caught