It dissapears after I leave Belle. What is it?

This icon appears from the beginning. It's a "secret" room, accessible through a hidden door, if I'm not mistaken (just go to the place of the icon inside the Belle, I believe there is a guard in front of it greeting you). It's essentially just a brothel inside a brothel where you can look at hookers and I think you can get dances from them or something like that