I'm headed there this week.
Lest anyone get the wrong impression of Costa Rica, the red light district of San Juan is fairly small, and most visitors will never see it unless they are specifically interested in what is sold there. And outside of San Juan, it's either very discreet or non-existent.
On the other hand, it's an accepted fact that most Costa Rican men have at least one mistress, so maybe there's not much demand from anyone except the tourists.