Millie picks me up

At 8:55pm I head downstairs to meet Millie. She is already waiting for me in her car. I get in, we say hello, I try for a kiss on the lips, but Millie offers her cheek instead.

Millie starts driving, and I ask where we are going, but she only says "you will see soon" and smiles. During the drive, the conversation is a bit strained, but Millie is playing her music quite loudly so I listen along to it.

We reach a pretty non-descript restaurant, and Millie parks the car. We exit, and Millie leads the way to a door which we enter through. Inside there is a counter with a bored looking man, and all he says to greet us is:

"Men $20, women $5."

Millie gives him $30, and he gives her two white bathrobes, two locker keys, and $5 back and says:

"Women change to the left, men change to the right."

Millie points me towards the men's changing room, and says:

"Change in there. I will meet you where you come out."

"What type of place is this?" I respond.

"If you are scared you can leave." Millie replies, and goes into the women's changing room leaving me behind.

I stand there for a few seconds, then I go into the men's changing room.