Pink Salons are 'legal'.
The fuzoku (adult nightlife) laws in Japan are a minefield to navigate for store owners. They can (and do) get busted for any number of reasons, including licensing, underage girls, immigration, providing services not allowed by law (ie, vaginal sex), and so on, and so on. If you are familiar with the various alcohol regulations in most US states and how crazy those are, that's the sort of thing that you see in fuzoku, but with a lot more grey areas, pay-offs, etc.
A bust doesn't necessarily mean that the guys get in trouble, either, especially if you are talking about something like immigration. You might get interviewed perhaps (which could be a problem if your employer gets involved), but I think as long as you have your papers with you and aren't getting head from an underage girl you are gonna be okay.