During the peak of training for an Ironman, I will have them once a week. In recovery, I go in 2 days after and then again 1 week after. Otherwise, as needed, but like running mommy they are not "relaxation" massages. The last time I had a relaxation massage they told me to go see the not-relaxation-massage-guy because the problems I had were too specific to being active and what he did was perfect for that. It really is - but sometimes it seems to take 48 hours before you see the whole benefit (immediately after feels "weird" but more mobile, within a couple hours it feels like your muscles are "repairing", then around 24 hours things feel good, but the ultimate is 48 hours).

The tour guys are probably getting massages to keep the blood flowing and get rid of lactic acid. I don't know how "relaxing" they are for them either - though I imagine sometimes just having that 30 minutes away from everything dedicated to recovery is really nice.