I think if you're ticklish, you're ticklish. I don't see a massage changing that in any way. Same goes for pedicures/manicures. I don't think they make you more ticklish, I think massages and hand/foot care keep your body at its normal level of ticklishness. People who don't regularly get pedicures and abuse their feet, or people who don't take care of their bodies and abuse their skin, etc., that causes desensitization and makes your nerves less effective. Unhealthy skin = less healthy nerves = less ticklish.
That's just my personal take on it. I also think ticklishness has, in some part, to do with a person's mental and emotional health.