Image my surprise to see the current Milwaukee address of friends of mine, a couple, in your post. It was once a double house, side-by-side units 910 and 912 E. Pleasant St., each with a separate entrance. It is now a condominum with 6 (I believe) units and one common entrance. I recall the wife of the couple I know who live there doing some research on the double house (built of Cream City brick - that yellow brick so common to buildings in Milwaukee and vicinity for a time period) when they purchased their condo unit. I believe all she found is that it had been a double house where families had lived until it was converted into condos sometime in the 1980s. If she had found it had been a "house of ill fame" (a.k.a. a bordello), I'm sure she would have told me. Unfortunately, my friend who did the research now is dealing with memory loss, so I can't find out from her what she learned, as I doubt if she remembers. If I recall correctly, she did her research at the Milwaukee Public Library, Central Library and at the Milwaukee County Historical Society.
I see the Wisconsin Historical Society Architecture and History Inventory record for the house gives it the name "Bonnie's Bordello." If you haven't contacted the Wis. Historical Society about the source of the name of the house, you may wish to do so. This is the TinyURL link to the Wisconsin Historical Society web page with photo images of 910-912 E. Pleasant St., Milwaukee:
http://tinyurl.com/n8qcyamIf you scroll down that page, you will see the contact info under the Have Questions? heading.
Best wishes