I've been playing around with some of the add on girls. Some of them (Jill Valentine springs to mind) are too rebellious to be reliable in the brothel, but too aggressive to easily move to the dungeon. What tends to happen is I buy Jill, send her to the dungeon, she makes a fight of it, and I wind up having to pump a ton of healing potions into her.
It would make life easier if all girls went direct to the dungeon by default. Second possibility would be to use the transfer screen when you buy a girl.