On the contrary, everyone is talking about mental costs, implying that they do not know what they are doing. I know a person who changed her work from being a cashier at a supermarket to a sex worker. Mentally, she benefited a lot. In one job, she felt like an automaton serving people. I other she had personal relationships with her clients. You can guess which is which.
Or another one, also from a sex worker:
"We don’t ask the barista, the plumber, or the mail person whether they really like their job as a measure of whether their industry should be criminalised. Imagine criminalising the whole clothing industry because of bad working conditions in some factories. Or health care. No, we understand that people who work under bad conditions need labour rights. That that is going to help them much more than criminalising their jobs. Why is this so difficult to understand when it comes to the sex industry?"
https://web.archive.org/web/20200220124433/http://rosieheart...
To make it clear - yes, there are risks, short and long-term. I guess some underestimate long-term risks (e.g. revealing one's face online, which is a point of no return; or if they ever do unprotected sex). Yet, "sex workers don't know what they are doing" is a patronizing approach.