Hmmmm.....interesting thread. Over the years I've had several dozen massages, 99 per cent of which where conducted with me wearing only my underpants (which, in my experience, tends to be the default expectation), and I've had no problems with this.
Even here though, I've found marked differences in the masseuse's (I've invariably had female therapists) attitude to gluteal massage; some avoid massaging the buttocks altogether, others do it through a towel (AND underpants), others expose the buttocks only while massaging them, while, one, a Finnish masseuse I used to visit, perfectly logically, considered the gluteal muscles to be an extension of those in the lower back, so left the buttocks exposed all the while she was massaging my neck, shoulders and back.
Anyway, very recently, I had a different experience, with a masseuse I was visiting for the first time. I asked her what level of undressing she was expecting, and she said it was up to me, and that there were towels under the massage couch that I could cover myself with.
So, I undressed completely, and lay face down on the bed with a towel strategically placed. Thus, the massage began, and in due course, the masseuse arrived at my gluteals, which she began massaging through the towel. After a minute or so of this, which, frankly, I found faintly ludicrous, I suggested to her that she could remove the towel if she preferred, and she duly did so, with the remainder of the massage continuing with myself naked (and undraped).
I must admit, that I found this a strangely liberating experience, and the masseuse seemed completely comfortable with the situation, chatting with me amiably throughout, while continuing to give a first-class, professional massage.
All that said, I can understand other therapists' uneasiness with such a scenario, and, to be sure, there has to be mutual consent and trust between the parties. All I can say, is that my experience with this particular masseuse was a wholly positive one, and I'll certainly be returning to her some time in the future.