Receiving a massage from a business that advertises erotic massages is not illegal per se. However, if a customer agrees to pay (or pays) a fee in exchange for sexual conduct, then he/she can be charged with patronizing a prostitute. If no genitals are involved more than likely no sexual conduct has occurred. As far as the licensing is concerned, that is not a customer's problem. A customer cannot get in any legal trouble because the masseuse is not licensed. Any legal repercussion related to a lack of proper licensing falls on the shoulders of the masseuse and business owner.
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IF....no genitals (either person) are involved than it is hard to say that was sex as the code defines it. Law enforcement would have to articulate they believe the conduct is sex.
The license issue is more hers than yours.