Actually, after being cooped up...if I had a free pass to cruise around the city with no traffic all night and no one else around...hmmm I would probably do burnouts everywhere. You can find the other stuff anytime. But choose your own adventureI've worked on production. Just because they were out at 11:00 pm scouting locations doesn't mean they were looking for prostitutes and drugs. It is definitely possible, but usually crew are working hard 24/7 to get a film finished in 24-30 days because they don't have an unlimited budget, and they are not running around doing drugs and partying. If they were going to shoot a night scene they would be scouting at night because it would not look the same during the day.
But, the bottom line is they ran from the police. This is the bad idea. It's not clear why they ran. If they are typical US citizens they didn't speak Spanish they might have just been terrified by guys coming at them with guns.
SO, it's definitely possible they were out looking for drugs and hookers and fleeing the police but there's also another story that could be true.