I'd have no problem with it. Many places you do leave your underwear on down below, and they still drape you with a sheet. (And one across your breasts for women.) At least where I've gone that's how they do it. Anyhoo, I used to get professional massages on a regular basis (from a man - he was the owner & the person they send all the tough cases to, or people with certain issues to), it felt amaaaaaazing and I always felt better for several days afterward.
There was nothing sexual about it, he was just doing his job and he was super professional. In fact, the statement you had to sign at that place said that if YOU did or said anything sexual you'd be asked to leave. It's a really swanky place and they keep everything on the up and up.
I'd have no problem if my man went and got a professional massage in the same way from a woman. He's never had one, but it wouldn't bother me. I'd probably be jealous that I didn't get a massage though! LOL