When I go to an AMP I normally just let them go through their routine, but sometimes it feels a little forced. I would really prefer the massage after or not at all.
I've found that you can have either before or after, all depends what you want. Most girls do want to please you and if you've shot your load and there's time left over, they generally don't mind filling it with a massage.
I asked to skip it tonight, and then request a bit at the end. She was surprised, in that thinking I didn't want one since I opted to skip it at the beginning. But if you're clear about what you want, it's not the kind of thing that's a big deal.