I can't specifically recall ever being directly asked 'WHY' I see escorts, but perhaps a bit of general wonder from a few ladies.
I have been asked directly if I am married or have a girlfriend on several occasions. I never had a problem with the question, nor taken any offense to being asked it; I typically assume it's been asked as a matter of polite conversation, although considering the nature of the business, the relationship/marital status of the punter shouldn't really 'matter' to the escort. I am sure that the same question asked of the escort by a client might not be treated as being an 'innocent' or benign question, but as something a bit too personal and invasive. Better that NEITHER side asks certain things of the other, particularly when the two parties haven't met before.
I know that some gents tell all sorts of personal things about themselves to escorts, and that is their right and at their personal discretion to do so. Questions between a punter and escort who have built-up some level of trust between each other and have confided in each other about personal things can be ok, so long as questions have been built upon and are based on information that has been freely volunteered by one side. But probing personal information from a person you have only met recently might be seen as crossing a line. by some.
Fighting the Good Fight...