No thanks. I'd rather have a towel if she insists.
Funny story; I had a couple of massages from a woman that told me I would need to cover myself with a towel because she would feel uncomfortable if she sees my cock. So, I asked if I can bring my own towel. She said sure. So I brought a tiny tea towel with me, just big enough to cover the package. She was ok with it, but she was amused. She did brush my balls a few times. But hey, I didn't break the rules.