Maybe I'm in the minority, but I don't go into a massage session with any intention of having sex, even if it's listed as sensual. For me, the massage is the most important thing and I don't wish to sacrifice the quality of a good massage for the possibility of having sex.
I typically book therapeutic over sensual, but will opt for sensual if that means the masseur is also naked. I'm a bit of a nudist, so it's always nice when a masseur will also go naked during a sensual massage session. But getting a sensual massage or us both being naked doesn't mean sex. For me, being naked together is what makes the massage sensual and sensual does not need to end with anyone getting off. I've found having a masseur jerk me off to be a bit awkward and, honestly, I feel I can do a better job of that on my own.
Sure, skin on skin contact, or when a masseur's hand (or other body part) briefly glides across your balls/ass/dick is generally exciting and creates anticipation...but that can also ruin the moment for me, which should be focusing on the massage itself.
I also understand that masseurs have different interpretations of what's involved with sensual massage or what should be classified as erotic. What I described above may sometimes be considered more erotic (though, I see an erotic massage as the gateway towards more sexual activities), so I may opt to book the erotic if that means the masseur will be naked too - however, I will make it clear up front what my expectations are, just so we're both on the same page.