There are many different reasons people get massage. Pain relief or management, rehabilitation for injuries, relaxation from physical, mental and/or emotional stress, just to name the most listed reasons. However, I think the more common reason to get a massage is the basic need for touch. In America, we don't get touched enough in our daily lives on a casual basis. Sure, if we have a sweetie or family that we live with there are varying amounts of touch available. But when we get sick, or are having a stressful time, our need for touch increases.
One of the questions I like to ask people is if they have any "comfort touch" places. (I generally save this for those who mention getting over an illness or don't have a specific focus for the massage.) You know the spots, usually the ones that you instinctively rub when you are tired or stressed out. Or maybe it is harkens back to when you were young and a parent would rub your temples or your low back when you didn't feel well.
On these areas, I don't go looking for knots or do any fancy techniques. Soft, yet firm, full hand contact to really illicit that feeling of care and comfort. Often times, I will rest a hand on that area while using my other hand to work loose a tight muscle elsewhere. It's amazing how having that resting touch can be so relaxing and comforting.
Ultimately, there is no wrong reason to want a massage. Wanting touch is a basic human need and should be satiated.