Banning brothels? Not that I can recall. If anything, it was usually the reverse – brothels were seen as a necessary evil to prevent adultery (the church was worried about horny men sleeping with married women, not married men sleeping with sex workers), sodomy, and masturbation, so in some places there were state-sponsored brothels, in other places particular streets or districts were designated for the purpose, etc.
Taxation definitely did happen, usually tied to the licensing of sex workers; Isabella and Ferdinand for example taxed prostitutes at public brothels at a lower rate than those at private ones in order to encourage legalization.