Escort Agency Financial Fraud

I need legal advice regarding a financial fraud where an escort agency cheated me out of ₹57,557. I'm hesitant to report it to the police or cyber crime cell because of the nature of the transaction, as I might face legal risks. I was scammed by a Escort agency Telegram channel , which claimed to offer spa services along with illegal extras. I booked through a agent in telegram, paying ₹399 to select a girl. After receiving the hotel location, I was asked to pay ₹4,000 online for the service. Then, they demanded security deposits of ₹9,777 (twice) and ₹16,777 (twice), all through UPI. When they later asked for ₹29,500 more, I refused and requested a refund, but they outright denied it. I realize I made a foolish mistake and understand that indulging in such services through a third party is likely illegal. This was my first time attempting something like this, and I was unaware of the risks involved. Now, I have lost over ₹57,000+ and am unsure whether to take legal action or let it go.