Violence and diseases. In consequence many sex workers get hurt regularly during their job, some get killed and many have PTSD and/or abuse drugs and alcohol.

In countries were sex work is legal this does not get significantly better, btw. I live in Germany where sex work is legal since 1950 or something and it's a job you even have to pay tax for. They still suffer from violence. There was a protest this year to give better protection from violence.