I viewed the scene with Eva as it being his first time in (what he was sure at the time was) virtual reality, a little overwhelmed, walking into a place like that and meeting Eva... he was told that what happened between them was up to the girl, and did not necessarily involve sex. But he was intrigued by her. He sensed something about her. So even if nothing sexual would happen, he couldn't resist.
I don't think Annie would be angry with him for using the money that way. She gave it to him to use as he wanted. She probably would be annoyed because she likes him, but he did not know that, and she knew he did not know that, so she wouldn't be annoyed at him for long.
(I'm writing this from the point of view of someone who went with Eva)
Eva really is a nice girl. And an interesting one. She felt a connection with Orion. Far from wanting to con him, she offered a legitimate service for an agreed upon fee. Then because she really liked him she gave him far more than was on offer - she says she is not supposed to have sex with clients; the blowjob was the limit of allowed sexual interaction - enough to possibly get her in trouble even without her deciding not to take his money. What she did had nothing much to do with her lack of attachment to her employer. It was about Orion.
I'm still curious about her. More so with recent revelations about the nature of Eternum. Reading their conversation now hits different to the first time.