Madam is a french term for a married woman. I make it very clear that I am NOT married, which leaves one other definition for the word Madam in common usage. A madam runs a whore house.
In real life, when someone calls Me madam, I'll often quip "Oh no, honey, I just work here, I don't own the place." Some of them get it and laugh. Some of them don't get it, and are confused. Some get it and are horrified.
Some get it a few moments after I said it, and then are amused, horrified, and embarrased. He who laughs last, thinks slowest :)
I deeply enjoy word games and verbal acrobatics. I also have a odd, but prominent, sense of humor. If having your Miss joke about being a hooker would make you die, then you probably need to find some stern-faced hard ass. I laugh during all of My scenes, because I'm having such a great time, and I love it so much.