See as soon as I heard this it made perfect sense, but also had a flashback to high school that if I didn't have pockets at the moment and someone gave me money I would put it in my bra. It is the safest there, but at the same time I'm not sure I'd want others (even if it was other women) to put it there for me. I think it would definitely depend on the expression on the woman's face though. If it was a a kind look probably wouldn't mind, but if it was a disdainful look that she was better than me then we would have a problem.I read on one of these forums about a dancer who experienced something like this and like you, she wasn't happy about it.
When she corrected an older persian lady for stuffing tips in her bra, the lady said she put the money in there so that it was safe, so the dancer could keep it.
That post came to mind when you mentioned even the women were trying to tip in your bra, it could be a cultural thing, that maybe if the bills are hidden in your bra you won't have turn over your earnings to your boss or partner.