All professional spas that I have gone to offer this.
When they leave you to undress & get on the sheet, just ask, "Should I leave my under garments on?" The common answer I hear is, "What ever you are comfortable with."
This lets me know I can go buff.
The sheet covers you. The are trained to lift & wrap sheet away for the areas that they are working on at the time.
This is real handy when you need you gluts worked. Many people do with sedentary jobs.