I've had the opposite happen, when they tell me it's too cold.
It's like, I'm over here, giving a massage, standing for the whole hour, while you get to lay there and relax, damn straight I am hot and sweaty! And the minute I get too hot is the minute I am no longer able to enjoy the session as well, and I start to get irritated, which is sooo not good for ambiance.
So I use to tell them, look, if you want a good massage, we just have to keep it cold!