I went to massage school when I was 19 years old. There was an entire lesson erections during massage. Essentially, they happen. It's not always a sexual thing--men get hard when they feel good, be it sexually or otherwise.
I've done bodywork on all sorts of people. I get moaners, sighers, completely comatose corpses, chatty chattertons, etc. All of 'em get hard at one point or another. (Women's nipples also get hard during massage.) Unless the man actually draws attention to the fact that he's got an erection, I don't really even notice. It's not my focus while I'm doing the massage so it's not an area I really pay attention to.
I've known a few women who quit the business altogether because of the erection factor and I think that's rather unfortunate. Unless a man tries to actually get frisky with me while he's on my table, it's just not an issue.
And as far as massage being a sexual thing--if you ever go to massage school, that will kill any link of sex and massage you had. I find it incredibly non-sexual now, just a feel-good experience.