For example, in this season there was a scene in Littlefinger's place. It was after the baby thing and before he talked to the crying woman. The talk kind of gave us some more insight into how much of a jerk Littlefinger is, but the scenes before that didn't really need to happen. We knew where the setting was even without them.
Segue transition from the previous Theon/Capt. daughter fucking to show contrast and comparison with Littlefinger's brothel fucking.
Theon's insecurity and domination fucking vs. fucking for money. Illusions about who is in control and who just thinks they are in control. Theon thinks he is in control via sexual dominance but is he really? Brother customers think they are in control but are they really? (Littlefinger is).
Layers of complexity. Things are not always as they appear. People are used.
Initial brother fucking -> voyeur getting a blowjob -> Littlefinger watching. Layers of reality, control, power. Littlefinger is always watching, and potentially, so can others.
We can be told what the setting is, or we can be shown. This is showing.
Cum on the face and then kissing another dude 2 seconds later: it invokes a strong reaction in most audiences. Quite suitable to show the level of depravity as intended by the creators. Littlefinger's command to Aremka to take care of the customer shows Littlefinger's quick thinking and utter disregard for that customer. It also shows yet another example of deception, or leaving out whole truths in order to accomplish goals - a common theme.
The customer also notes that Littlefinger charges twice as much as other brothels. The previous actions clearly show how Littlefinger can accommodate so many different tastes and is justified in commanding a high price.
Kinda hard to show this extent of setting and character of a whorehouse and its patrons without titties and some sex.