A surprisingly common genre. Much of "management" genre on this site would be this kind of game.
On F95, there is Club Bifrost. And also Isekai Parlor Simulator, if you aren't particular about slavery.
Slave brothel management is also a significant part of games like Monster Black Market, Goblin... Brothel, and Goblin Nest.
And a less significant part of RPG-like games such as DohnaDohna, Portals of Phereon, and Strive:Conquest.
Among games that are not on F95, there are Black Market, My Slave Brothel and House Dominae. Warning: Black Market is made by the same people as Mad Island, and contains extreme violence.
