There is gain with a Thai massage. The comfort and good feeling tend to come after the massage is over. A gentle walk say one or two kilometers after seems to extend the benefits., for me anyway.
An oil massage offers instant comfort and little benefit, again, for me anyway
There is a third option that combines the two. A Thai (supposedly) massage with a bit of oil. I find that this option offers the worst of all worlds. Little comfort from the oil and much less benefit from the Thai.
Just before I got tossed out of LOS last time I started trying (when I could take the time) a one hour Thai massage followed by a one hour oil massage with a different masseuse.(same shop) I brought a bottle of high SPF lotion with me so the masseuse could give me a final coat so to speak. After I finished I took about a one hour stroll up and down the beach.
After the stroll, I find a little larynx exercise is in order. Pass the contents of at least two well chilled (bene lades) bottles of San Miguel over the larynx. The benefits are almost immediate.