Doesn't matter what kind of establishment it is. It doesn't matter what the front of the place looks like. The ONLY thing that matters is what the prosecutor can PROVE beyond a reasonable doubt. And NO prosecutor is going to issue an indictment for something that any 2-bit lawyer would be able to get you out of. It's not worth it.
YOU say that you got a massage. They can't prove otherwise. The ONLY way you're getting busted is if vice raids the place when you're balls deep.