These murals were in an area that was the Roman equivalent of a locker room, where bath attendees would leave their clothes. Archaeologists speculate that the shocking murals were memory aids--a customer could remember where they left their clothes by remembering the shocking perverted scene on the mural above that section.
This is plausible. Shocking or unusual things are easier to remember, so this would have been more effective than just numbering or lettering the sections of the storage room.
This is also why people around my age (mid 50s) probably have an easier time remembering the resistor color code. The mnemonic I learned 40 years ago is shockingly racist, violent, and sexist--and so impossible to forget. The mnemonics taught to kids nowadays are boring and easy to forget.