To just take a broad look at the situation, sex work is still illegal in almost all of the US, which applies to both those who are sex workers and those who pay for sex workers, and most police departments actively enforce those laws. I wouldn’t say I necessarily agree with the laws, but that is what they do.
So cops can and do bust prostitution rings to get sex workers off the street, but a lot of departments also have officers pose undercover as sex workers to bust the people paying for sex in the first place. So they’ll put up, like, fake Craigslist ads selling sex and arrest people who show up, or they may even have an officer undercover at a bar or street corner pretending to be a prostitute to arrest anyone who tries to give them money. This is probably one of those situations.
Can definitely be argued as entrapment, probably going to lose in court anyways, but that’s basically how they go about it.