Nothing wrong in asking a girl if she works somewhere else. Sometimes you may not be able to hook up with a favourite because of work or other scheduling issues but if you know she works someplace else at a time that works for you then no reason not to go for it. Your relationship is with the girl, not the spa.
I used to be a regular with April at IU and then she suddenly disappeared and I could not find out anything for a month and then found out she was working at VE Health so I followed her there till she disappeared on me again