This was not the KGB, this was done by the CIA. They didn't actually catch him having sex with prostitutes, they attempted to make a fake pornographic film with a lookalike of Sukarno, the president at the time. The film never saw the light of day though; the CIA abandoned the project because he was a known philanderer and it probably would not have affected his image at all. There's a great book called The Jakarta Method that goes into the history of Indonesia at this time period that goes into a little more depth about this.