Not only that, but illegal sex trafficking rings have a much greater incentive to look to buy off corruptible cops than legal bordellos (the former being illegal and the other not), so I would submit that the risk of corruption is actually higher the more powerful the traffickers become.
As for ensuring that the legal brothels themselves do not become fronts for traffickers, this is one place where the regulation comes in: to remain legal, they would have to be regularly inspected to make sure that they're completely on the level. (Yes, the inspectors could be bought off, too, but that's a risk with all regulatory schemes, so any argument against this is basically an argument against regulation generally--I hope you like horrible diseases in your food.) Plus with both sex workers and clients not having to worry about prosecution, anyone who suspects something untoward could go to the police without fear of having their own history looked into.