I suspect there's high mental illness in sex work not because sex work causes mental illness, but because sex work is more likely to be performed by people who are willing to go 'against the grain' for money - common in poverty, poor support networks, or general life difficulty.
Like I said; i think sex work selects for people with mental illness. Also people tend to get into sex work young (at least in my industry?), and mental health issues tend to hit in the early 20s. could just be correlation.