I do not think PA ever knowingly sought out underage girls, but he is a stupid and arrogant man and I suspect, if anyone, especially someone official, warned him off Epstein, and they did, his immediate reaction would be to seek his company, on the grounds that no-one was going to tell him who to choose as friends.
I doubt he ever considered what problems that might land him in. Epstein was rich, generous and massaged PA's ego and PA convinced himself that he was being a loyal friend rather than a gullible fool. Younger sons of the aristocracy, with not enough to occupy their time and considerably less wealthy than their older brothers, are drawn like moths to wealthy people, who will finance their pleasures, for the cachet or usefullness of having them in their social group. In return the recipient asks no uncomfortable questions
Isn't that, effectively what Colonel Fitzwilliam says to Elizabeth Bennet in Pride and Prejudice, warning her off, by saying that men like him can only marry if they marry a woman wealthy enough to keep them in the style they accustomed to.
I do not think Prince Andrew is knowingly a pervert or sex offender, but he is stupid and a man who goes to parties where he knows the young women present are there to provide sex on demand - and how many hundreds of thousands of men in this country, alone, rich or poor are exploiting women that way? - I doubt it ever occurred him to wonder how old these young women were. They were at the party, earned their keep and were gone in the morning. I doubt if the mornng after he could even remember their names.