You'd be right if Keltham had unlimited time to look at things and think about them! Unfortunately, even when arguing with Keltham, being right doesn't mean you win the argument if he has limited time to think.
Keltham has to worry about the Conspiracy's illusions. He has to worry about the Conspiracy's operatives running ahead of him and telling brothels to claim they offer that service. He has to worry about whether the Conspiracy commissioned the existence of around the same number of fiction books, like that, as they commissioned for Chelish history books and books about Asmodeus. Keltham has to ask himself how likely it is that churches frown on hardcore erotic works and that's why the small disreputable bookstore you find has only a small handful of hardcore erotic works written from the viewpoints of masochists enjoying themselves.
Keltham has to ask whether the Conspiracy is stalling him, so he doesn't get done the rest of what he wants to do, or so he'll slip up and think of what he's planning to do next.
Keltham will probably decide to give up on going through the whole tour you're planning now, of the real evidence that masochism exists, and go ahead with the rest of his scheduled plan for checking on things, while fighting an increasing sense of internal horror and his mind trying to take refuge in the thought that maybe none of this is real.