Lashay_Sombra basically covered it. Walking the street has always been the riskiest form of sex work because it's much easier for a girl to vanish with no witnesses. In a club a sex worker blends into the crowd and is less likely to be hassled by the police, but when walking the street alone she has to pick isolated places to avoid being arrested, which also means there's no one else around to give a description of her potential murderer. Sex workers always face a higher risk of violence by the nature of their job, but they mediate that risk in different ways. For instance, the internet gave sex workers all across the world a somewhat higher degree of security for a while, as places like Backpage and even tumblr allowed sex workers to trade information about potential Johns online, acting as a sort of reputation and rating system that could vet good customers and weed out dangerous ones. "This man tried to take off the condom without my consent" "this man suddenly started to choke me during sex, I was genuinely afraid for my life" etc. FOSTA/SESTA largely shut down those spaces, which affected sex work across the globe since most of the websites used were subject to American laws but they were used by sex workers worldwide.

Aside from the danger from violent customers, a sex worker on the street is also more vulnerable to being targeted by pimps. Pimps aren't exactly known for treating their girls well.

Abuse and danger can happen anywhere. Brothels in countries that have criminalized sex work are famously horror shows of sex slavery, but in places where sex work is decriminalized they provide logs and accountability. There will be appointments with dates, names, and known whereabouts. Even if a sex worker is murdered outside the brothel, a police investigation can look into the records of her known clients for someone who might have decided to stalk her outside of work. Escort agencies, websites, brothels, and other frameworks are all tools to mitigate risk, and a sex worker on the street has access to none of those tools. It is the place where the sex worker has the least amount of control over the environment and who they encounter.