Why not set it so you can assign some girls as teachers (who can teach students up to a max of their skill levels), with each teacher contributing some total number of skill points to be divided among all students (with some minimum per student if students exceed total xp). As an example: each teacher gives 15xp total, assign two teachers and 3 students, and each student gets 10 points to her skills each turn, up to the teachers' max. Teachers could improve their skills very slowly while teaching (slower than working in the brothel), so it isn't a total loss for them.

The player could assign his own girls as teachers or outsource the job, where more skilled teachers would cost more to hire per turn. That way, the player either loses revenue by taking girls off brothel duty or pays for someone else to teach.

If you want higher skills to be harder to reach, assign an xp total to each skill and cost out the skills using a pyramid system (ie, the cost in xp to raise a skill to the next level is equal to the value of the next level - 1 costs 1, 2 costs 2 more, 3 costs 3 more, etc. Total cost for a skill level N = N*(N+1)/2). Skills advance rapidly to begin with and then slow down. The highest levels of skill would take forever to reach (of course dependent on the xp rewards - 5xp per turn using a skill would take over 1000 turns to get to a 100 from a 0). Under such a system, the game might not even need a cap on skills. Time would take care of the problem by itself. It would also be beneficial for girls to specialize in certain activities, further differentiating them from one another.