A ‘massage parlour’ is generally a euphemism for what people may think of as a brothel rather than an actual massage
If it’s on a high street etc, has a Thai/Chinese style etc, has prices for types of massage then it’s where you would pay for a massage at £x, get a massage and hope for fingers to tease you and get offered extras at additional cost. This gets expensive as you pay for each level of extra
Expect to be in a room with a massage table and begin face down
With Siam it is more of a ‘massage parlour’, you pay £x for the time and then probably find yourself in a room with a bed. There may be a bit of back rubbing, but you both know why you are really there
Back a few years ago any massage was preceded by the question of ‘oil or talcum power’, so you could then avoid oils. At a ‘real’ massage place expect oil, but at a parlour there may be none or you can say you don’t want oil
There is the option of a shower afterwards, and massage places are quite good at hot towels to clear off oils
Women are good at spotting anything unusual, so be aware of that, and be ready to consider whether it would be odd for you to come home already showered
It’s good form to shower on arrival, but you can do so with just the water and minimal hair washing but
But the hot tub is probably best avoided at Siam - the prospects of the lady joining you in the tub to get in the mood seems like a good start, until you wonder how many others have done the same in that water