Yes, now I remember, in Arena as well masseur naked from beginning. Possibly in Zy (former Lomchoey Soi Ngam Duplee) as well. Let's say in 1 out of 5 massages (Bankok and Pattaya) I had, masseur started massage naked.
I have never been to massage in Chiang Mai, can't judge about there.
The other 4 out of 5, partially or fully dressed. When fully dressed, there are those who are reluctant to take their clothes off and try to get away with "shirt up (rolled up to their chest), pants down (to their knees)", which is not arousing to me. In such case, with widely varying ideas of a Happy Ending, I sometimes sum up the determination to say "no happy ending, just massage" and tip accordingly (300 THB).