From an excellent little article about how massage works and how its primary neurological mechanism is surprisingly neglected conceptually, by my friend and colleague Alice Sanvito:
‘First and last, we must consider the nervous system,’ Zhenya advised us. Yes, yes, I understand, I thought to myself, and then promptly went on to forget about the nervous system. Like most massage therapists, I'd been taught to focus my attention on muscles, joints, ligaments, tendons, fascia.
While the skin is indeed “the surface of the brain,” there are of course many sensory receptors in deep tissues as well. Massage therapy mainly interacts with the nervous system via the skin, which is extremely richly innervated, and the importance of this is often underestimated or discounted entirely … but it’s not limited to that. For instance, I’ve always particularly loved having my joints moved passively, which creates a flood of proprioception — movement/position sensation — that my brain didn’t initiate, which feels weird in a delicious way.