bath houses are ostensibly "day spas" with massages, hot tubs, steam rooms, etc. where people usually (not always) go hide in their rooms to have fun. if you have body image issues, this is probably not the best place for you because the environment is skewed to favor conventional standards of attractiveness.

sex clubs usually don't have day spas things and almost never have private rooms; so people have fun in the shared areas where they can be easily seen by everyone and their activities effectively become live action porn that inspires all who watch to engage in their own fun. if you have body image issues, this is the best place for you since the collective arousal makes you forget about your own issues and everyone is always someone's type.

bath houses are much more common than sex clubs now-a-days since most municipalities hate sex clubs, but are easily fooled by the day spa veneer of bath houses