Scientifically this is called a “parasympathetic” response, it usually occurs
during periods of deep relaxation or even sleep. It is nothing to be
embarrassed about, or even nervous about. If it should happen to you
during a massage your therapist will most likely change technique slightly
and continue with the massage. Many men become so concerned about
non-sexual erections they avoid massage altogether, which is unfortunate
as it is very common, and not an issue with the therapist at all.
Therapists do have the right however to end a massage if they feel a
client is making sexual advances during their massage or is asking for
inappropriate contact.