My question involves labor and employment law for the state of: IL

I work for a US multinational that recently relocated me to a smaller foreign office.

My current office - located in Asia is very small with less than 5 employees. Shortly after my move to the asia office, something very disturbing happened. During our annual Xmas dinner, a work event where everyone's family also attended, our office head toasted to health and family. After the dinner, a few of us went to have drinks, our office head then got drunk, took out tons of cash, and hired a prostitude to meet us at the bar. During all of this, a few of us had to watch his inappropriate behavior (make out session etc, going into the bathroom with the prostitute), after meeting his wife and family that very same night.

As an employee of the firm, and the only female there that night (by the way I was there with my fiance), I felt deeply disturbed and disrespected. I do not wish to work directly with someone who obviously has an unethical personal life, and feels compelled to flaunt it infront of us. Can someone tell me if there's anything I can do about this situation? I would really like to speak to our ethics officer, I know that everyone else also felt the same way, but at the sametime I do not want to be the first one to speak about this in our small office.