My guess is that you either felt guilty about paying someone to play with your penis or you felt the same pressure to perform for the masseuse as you would for your future girlfriend (or both). True, the performance for the masseuse is much simpler, but there is still pressure, and your lizard brain doesn’t really know the difference between one female and another.
If this was your first time at a massage parlour, perhaps you can try again, but you need to work on the exercises some more (mediation, box breathing, etc. to keep yourself from getting anxious) before you try again. In my opinion, you definitely don’t want to establish a pattern of trying and failing, even at a happy ending joint.
If you check out the book The New Male Sexuality, there are a series of exercises that can do with a partner to help get your mojo back. For instance, have her play with your penis and try not to get hard so you can deal with that experience positively rather than negatively (e.g., “Oh well, it doesn’t look like I’m going to get hard; let’s do something different!”) or have her play with your penis while it’s soft without trying to get hard. All these things can rewire your brain about your penis, arousal and erections. If you’ve paid for your time at the massage parlour, I suppose if you keep going to the same masseuse, you can probably chat with her and tell her you’d like her to do those exercises with you. I suppose there’s nothing written in stone, especially with a masseuse you are familiar with, that says you can’t ask her to start with playing with your soft penis and if/when nothing happens, go on to a pleasurable massage. I don’t think will work quite as well as with a supportive girlfriend, but it might work.
Finally, you might be selling your future girlfriend short. If you find someone you really hit it off with, you don’t have to try to have sex immediately. Form a strong relationship, and then when the time comes that you would like to fool around, be perfectly honest about your situation. If she really likes you, she will be willing to help you. (Fact: my future wife suffered from something called vaginismus that caused her vagina to tighten up to the point that penetrative sex was impossible. One of the things I am most proud of was helping her to overcome this problem and being the person who finally helped her to have intercourse.) And remember, while penis in vagina is great, you have the tools to give her all sorts of pleasure even while you are working on your erection issues. A good woman is not going to toss aside a good boyfriend immediately just because he has to get her off with his mouth rather than his penis for a while.
If you are dead set on getting erection ready before you find a girlfriend, you might need to see a sex therapist and possibly work with a surrogate. This is someone who will fill in the role of your girlfriend and help you overcome your issues. This can be pricey but will almost certainly get the job done.