Do they play you for money or is it just a bit of fun? Surely if you were trying to pick up a customer you'd be letting them win.
It's for a bit of fun, as let's be honest the middle aged white guys going to Thailand to sleep with sex workers probably aren't the most outgoing of people and likely somewhat socially awkward. It's a good little icebreaker for them to build rapport and feel comfortable. Inadvertently found myself doing this while in Phuket, as I didn't realise that's what the underlying purpose of it was, I just thought the bar girls were being super friendly.