A Spa is a Spa, and Massage is Massage. So when is a Spa a Massage Parlor?
A New Jersey Spa that offers massage is as close to a massage parlor as you can get. It is a parlor, and it offers massage.
Now I don't agree with those who would like to say that the term "massage parlor" is an illegitimate massage business, while a Spa is a legitimate one. The Spa's I know pay around minimum wage to their massage therapists, hire people with a minimum of experience, and charge high prices for the massage services. The industry borders on exploitation of massage workers. Of course they would like to put down other forms of employment (such as massage parlors).
So when is a massage parlor a "Spa"? Well, many massage businesses call themselves spas. Many have saunas, and hot showers/table showers, and many offer hot towel treatments, hot stone massages, and other Spa treatments. Of course they are Spas!
A New Jersey massage parlour that has a sauna is known as a Gentleman's Spa.