This kind of massage is supposed to be more than a massage, it is supposed to be a kind of yogic practice that involves breath control and is meant to lead to enlightenment.
Apparently, Sting, the music artist, practiced tantra- people who practice tantra can engage in sex for many hours, maybe even 12 hours, staying on the edge of orgasm the whole time. The idea is you become so in the moment and so full of pleasure that you enter into other states of mind that transform you.
Tantric practitioner over time learn how to control orgasm, and learn how to make a woman have ejaculatory orgasms and multiple orgasms.
That is why these girls charge so much, sessions are usually longer than an hour too. I think most of the girls are not true tantra practitioner and are basically charging you a fortune of an HJ and prostate massage and they may leave you without release! The worse thing most of them are not that pretty!!
Personally I think these girls corrupt the true purpose of the practice and unless you had a daily practice for years and were taught by a master any of the claimed benefits will never be realized.
You can read more about it with this wiki article and following the link or googling it.
http://en.wikipedia.org/wiki/Tantra