Yes, I have been plugged several times while getting a massage.
I've worn plugs at both "legitimate", commercial, massage spas; and an asian massage parlor I enjoy going to.
The commercial massage spa keeps patrons very well draped and wrapped under linens. Their massages are very professional (almost clinical) and there is never much exposed skin. I was worried at first that she might still notice the plug, but I was so covered I don't think there was any chance of her seeing it. She has never given any indication she has noticed it.
I also enjoy getting massages at a local asian massage parlor because they do not require that I be draped or covered at all. I can be fully nude while getting a massage there.
Before you assume anything, this asian parlor actually doesn't do happy endings, but I do get a really good massage in a more comfortable and relaxed environment (nude).
The first time I wore my plug to the asian parlor, I knew she would eventually see it, but thankfully she didn't seem to mind and only smiled and nodded when she finally saw it. When she eventually got my legs and began massaging from my feet to my buttocks, she even bumped the plug several times but just kept going.
Since I know they are fine with me being plugged during a massage, I have been back several times while wearing a number of different plugs and even a cock ring. I've worn my Njoy steel plug, a Tantus silicone plug, a larger Doc Johnson plug, and most recently, I even wore a vibrating plug during a massage. Yes, I did turn on the plug, and the combination of the massage with the vibration from the plug was incredible. I was worried the asian masseuse might have an issue with the vibrating plug, but she just laughed and kept on with the massage. When I showed her the button to turn the vibrations on and off, she even giggled and pressed it a few times to see how it worked. She is very comfortable with me being plugged, finds it a bit humorous, and even seems curious about them as well.
I will certainly get more massages in the future while I am plugged. For me, it just makes the experience even more relaxing and satisfying.