Hi, conservative Bible believer here, in Tennessee.
I'm not married, but I've worked with the public in various settings enough to know that sometimes husbands and wives just accompany each other - to the store, doctor's office, etc.
I think if, after the OP discusses with his wife and they agree on her still going for massages, he could go, introduce himself and sit in the lobby.
It might sound old-fashioned of me, but I've come to realize that one's presence can perhaps change the whole dynamic. I don't know the OP's wife or her masseur, but the husband's presence could put a certain spiritual-mental-emotional pressure on her and on the professional to maintain boundaries in heads and hearts.
I've had a few massages over several years (incl. at a chiropractor, massage places, and from an acquaintance)... most felt at least a little (or a lot!) "weird," bc, yes, some is touching you... sigh. Maybe some ppl (like me) are more sensitive than others!
Also, maybe the OP himself thinks that HE'D feel weird, but maybe his wife is not bothered at all?! It could be one if those matters of conscience like Paul talks about.
Likewise, if he is very bothered, I do think his wife should try to not have others perform them, unless she can absolutely state that she feels zero "weirdness" from it, and/or could have a female masseuse, etc. and her husband can feel comfortable with her continuing to have them. Otherwise, it will sow division and mistrust - even if it's a weed of his brooding thoughts - they need to talk and come to agreement, even if one of them must give a lot more than the other on this.
She might have a health condition where she needs these... but could also be open to trying hot tubs, saunas, supplements, self-massage, her husband massaging, a massage gun, etc.
In the end, the OP and his wife need to communicate, and love and respect each other according to God's Word.