Yup, you are not alone. Although i consider myself to be astute and smart etc., i sort of fell for a gorgeous masseur. I got massages frequently from him, brought him gifts, took him out for meals, etc. i just willed myself to hope we had a chance at a future, which was simply stupid and unrealistic. When the masseur pulled away from me during a massage, i felt rejected and that was the end. I felt stupid, used, and mad at myself.
I think my experience is not uncommon.
While a relationship could develop between masseur and client, it would be rare.