As long as military folks don't break civilian laws and military regulations, they are fine.
Now, underage drinking, doing something to discredit the uniform if worn, well, there is a whole range of stupid choices that can be made that can get people into trouble under the always useful "conduct unbecoming," "failure to exercise good judgment," and other slightly vague-on-purpose articles of the Uniform Code of Military Justice used for administrative conduct hearings.
There are WAY worse venues of adult entertainment in overseas ports, and way less tame ways for military folks to get into trouble. Those sea stories of mine, and many others here on SAF, would have to be so heavily redacted to achieve decency that it would look like blobs of black ink everywhere. They usually start out with "well, let me tell you about one of my guys, you will not believe this, but he/she..." Much empathetic hilarity will ensue.
Suffice it to say, if you become a junior officer, chances are high one of your sailors, or even a fellow officer, will supply you with your own sea stories.
It is quite common outside major military bases to find a slightly shabby strip mall with liquor stores with old-school cocktail lounge attached, pawn shops, military payday loan lender, tattoo shop, bars, and adult entertainment venues, as well as wing, pizza, chicken and Chinese take-out, maybe a barber shop.