Today I saw a guy with a United States Marines t-shirt that said, "Pain is weakness leaving the body." I'm still mulling over that one (is it?), but one time I know I don't want to feel pain is after I've paid someone to massage me. In my opinion, a massage is the exact opposite of a workout. One involves Enya, the other Rihanna. One requires antiperspirant, the other aromatherapy. One sort of tickles, one really doesn't. And so on.
But apparently, the reason you can be sore after a rubdown is the same reason you can be sore after a workout : your muscles are simply not used to the stress, whether it's due to Lymphatic Drainage or the Locust Pose. Pain during a treatment will likely translate into soreness afterward. That your muscles have been stretched or your tissue shifted around does not belie a bad massage — much of it is necessary to cure what ails you.
If it hurts so much you can't relax, however, the whole experience is for naught, so be sure to communicate to your massage therapist if the pressure is off. That way you can really emerge renewed, stress-free, like you are walking on a waterbed in the clouds. You know, no pressure.