I think he sounds a bit inconsiderate, to be honest. I’ve never had a massage, but I think if I was still hurting (not just a few aches, which I’m guessing would be normal) days after I’d seen a masseuse I’d go elsewhere because isn’t a massage supposed to help relax and soothe your muscles?
I think he probably didn’t get the hint, either, when you asked him about the pressure he was putting on, that maybe it was too much for you. Would you be nervous about being more direct with him, if you went again? Do you think he would listen?