The hooker gives you SUPER AIDS and it kills you instantly. (Just like Morinth in Mass Effect 2)
Her pimp busts in on you having sex and jacks up the price then beats you to death when you refuse to (or can't) pay.
A serial killer was stalking the hooker and kills you as well for being a whore enabler.
The hooker spontaneously combusts for no apparent reason and burns you to death while having sex with her.