I heard that some escorts turned down a few clients, they do something wrong, or they are just rude and inappropriate? Do they get their money back?

There are a lot of reason why they would turn down a client but rudeness is the main reason for me. Most of the escorts I've been with told me about this and yes you'll get a refund. You can actually check the agencies refund policy for this. 

Yeah especially if escorts feel like the clients has the tendency to hurt them. I think this is for the better, at the end of the day safety is still more important than money. Clients should respect escorts and the limitations they established