Resisting sub-massage stores to save costs will use cheap counterfeit essential oils, the quality is very poor. The skin is prone to sub itchy feeling and other allergic reactions.
But generally speaking, if the toxicity is really very strong, it will attract many guests to complain, massage parlor business can not be done. And manufacturers of such products will also end up with no sales. So I'm guessing the essential oils are a problem, but not a serious one.
The most likely scenario is that you are more sensitive to the oil.
As for the solution, if it's not too serious, it can heal itself after a while. Otherwise, it's better to seek medical attention. Since I'm not sure what kind of allergy you have, I can't recommend a specific medication program.