I've never been asked to leave.  My MO is to simply lay on the table naked, no covering.  90% of the time, the Therapist doesn't say anything, she simply starts the massage.  The other 10% is split between covering me up without saying anything or covering me up on the flip.  Over the years doing this, I only had one therapist admonish me that its the law to have draping as she covered me up.
I will add, with a legit therapist, you typically pay when the work is done.  So if one of them complained and had me leave, I wouldn't pay, I'd simply get dressed and leave.  Which is why, I think most of them simply cover you up and not say anything.  But for those 10% that drape me, I definitely don't try any of my tricks, I just let them massage me.
The other 90%?  Well, that's a different story for another thread. . . 
