I wouldn't personally do it and I'd advise you not to do it too. However, I feel this needs a bit of a clearing up.
I do not know from experience, but my following argument will go on the basis of what I consider rational:
The statement that you're more likely to catch an STD from an escort is inaccurate. Girls from escorting agencies practice prostitution legally, and as such the agency is required (this much I do know) to ensure the health of their models. Additionally, girls that work in the industry are most likely more sex savvy than the great majority and are perfectly aware of how to best protect themselves which in turn means you are protected too.
Without meaning to sound disrespectful, there is no particular difference between an escort and a girl who likes to partake in sexual intercourse very frequently with different people. With this I am referring specifically only to the side of the potential risk of catching an STD, not the moral and self-respecting parts. Hopefully this doesn't get misunderstood.
So yes, it is more a myth that you're more likely to catch an STD from a legal, agency provided escort. As a matter of fact, you do technically have a better guarantee than meeting a random girl in a club one night, who themselves may be unaware that they actually have something.
Of course, the whole argument falls if you consider a private escort, then you're on your own.