I don't want to speak for anyone, so I'll avoid the "Harem player don't want this, NTR player don't want that".
Now, as a romance player, definitely a harem of prostitutes is not one I'm really looking forward to, honestly. I must say, the idea of having the girls separated seemed like a good idea to me. The prostitutes will still be prostitutes and you can have fun with them, but the real girls in the harem are not prostitutes. I think it's something that can work well. Now, the sister part... I don't find it attractive at all for the girls in the family to engage in sex work (camgirl, stripper, prostitutes, onlyfans models, etc.) With utmost respect to those who practice IRL, obviously. But, as I said, in a game it's not something I like.
That said, while I think the most important thing is that you feel comfortable with the game you want to create, I do think it's important what focus you want to give your game. Especially if you intend to make it public. Romance/Love oriented or corruption/lust oriented, etc. If it's Romance/Love, it's definitely a risky idea to have your main plot be in charge of a brothel. Like I said, the idea appealed to me if the girls in the harem aren't prostitutes. The sister being one is definitely a no.
I think the two strong points have already been talked about in this thread. I as a romance player am not particularly interested in a harem of prostitutes. So, if your main plot is to take over a brothel where you train the girls, I think the players who likes this type of game (training, brothel manager) will be disappointed if they can't witness the prostitutes fucking the customers. I think this is a major contradiction.
Surely there are players on "both sides" who like all kinds of combinations. I only give my point of view as a romance player.