My sister was an erotic dancer for quite some time (might still be? We don't talk much anymore) and I had to out her to my parents. Long story short she has a known problem with alcohol and called me, when I live in a different city two hours away, to pick her up at the strip club because she was belligerently drunk.
So. I had to call my parents to go get her. Had to tell them where she was. Eventually they put two and two together.
It's not something they're proud of. My dad and I had a talk about it and he pretty much said, "She's my daughter and I love her no matter what and I want her to be safe."
Because my sister was making so much money, and she was 25 and still living with my parents, my dad helped her plan her finances with her new money a bit more. He also asked my sister to call her whenever she was walking from the club to her car, because he was worried creeps would follow her.
I don't really know how my mom reacted and I'm not sure if my sister still dances. But I know neither of them ever shamed her, yelled at her, told her to quit, etc. I think she's since stopped because she still lives with my parents and asked to borrow money from me recently.
Edit: thanks for the gold, stranger! I'll 'pass it on' to my parents for ya.