Maybe Spitzer had a tough family upbringing - tough in ways one might not immediately appreciate as being "tough".  

But, he wanted to get caught.  Pure and simple.  

Escort agencies are cop magnets;  if one is to believe what is written elsewhere, a lot won't take politicians simply because they are too much trouble, draw too much trouble, or both.  That Spitzer found one which would take a politician - a high-profile one at that - tells us something about the risk-taking he and the agency were both engaged in.  That the agency he wound up with would do all the other things alleged - advertise on the internet, ship a woman across state lines, talk about sex and shipping it across state lines in texts and phone calls, set up a dummy company at a non-existent address (65 Wall Street, where QAT had its offices, is an address which does not exist), let the dummy company slide into inactive status and still accept wire transfers, etc., etc., is not really surprising that they got caught so easily.

Why he wanted to get caught?  Who knows.  I doubt even he does.