Generally the reason why clients feel thirsty after massage is because the circulation is increased and the tissues and muscles are re-cleansing themselves by first getting rid of by-products/lactic acid into the blood stream. As increased toxins are carried into the blood, the kidneys and liver are signaled to increase filtration to remove these toxins from the body, hence fluid/water within the body being is used up and resulting in thirstiness. It is always very important to advise water replenishment after massage.
Some of the after effects experienced through not drinking enough water after massage:
Sluggishness
Headache
Dizziness
Tiredness
Hope that helps.