I ran the test, starting with 5 girls with 0's in every skill and stat, except Looks, Happiness, and Health, which started at 100.
I ran 2 simulations through 1 year. Both had the following:
1 gang on guard duty
1 matron
1 staffed strip bar
100g/week advertising
auto buy protect potions, healing potions, and alcohol
All girls freed, with 95% house take
Simulation A ran with 5 girls working in the brothel from day 1. Simulation B ran with 5 girls training from day 1, shifting over to working in the brothel when they maxed out their stats and skills.
After 1 year: Simulation A had ~3000g total; Simulation B had ~34000g total.
It is important to note that part of the difference is because working in the brothel only improves skills, it does nothing to raise stats. Training raises both stats and skills, at about the same rate. I might run another sim where the girls have maxed stats with skills of 0 to see if that helps the untrained girls any.
[Edit]
Ok, I ran the simulation again with all stats maxed except for Spirit and Confidence, with skills at 0, and what a difference it makes. It looks like skills play nearly no role in determining how much money a girl brings in. The only difference I was able to discern is that higher skills mean the girl enjoys her work more, the customers enjoy their experience more, and there are tips on occasion (though I suspect those are fetish-related, not skill based). Constitution (and maybe Libido) determines how many customers a girl can service, looks determines the base compensation per customer, additional compensation appears to be related to how much XP the girl has (either that or it takes very little skill [maybe 10%] to boost compensation to 100/customer with maxed out looks).
I think this needs to be changed. I'm fine with looks playing a role in the compensation a girl receives, but even a balls-achingly hot girl can only earn so much if she is totally unskilled. When I go to a restaurant, I'll tip the waitress a few extra bucks if she's hot, but if her service sucks, she's getting a shitty tip regardless of hotness. Granted, waitress does not equal whore (though some of them I've seen might as well be whores, the way they act towards their customers), but in sex, skill still trumps appearance every time. You can always turn out the lights if the Grand Mistress of Tantric sex is a butterface, but sex with Angelina Jolie would suck if she didn't know what she was doing (the bragging rights would be awesome, though).