Most spas work with you BUT you have to communicate you desires. Most of the time a scalp massage would be included and you need to let them know your concern about getting oil in your hair.
Frankly as massage is about enjoying - not worrying. It is supposed to be about surrounding to pleasure rather than daily concerns. I know long hair is pain to get dry again and certainly you can put it up, but most places have shower facilities and if it is a complete spa with hair care as some are then it might be worth paying a bit extra and getting it washed and afterwords and not worrying about the oil. Most women absolutely love the scalp massage as the head is what I often refer to as one of those neglected areas of the body that absolutely purr with proper attention
In any case I hope you enjoy this time