To me, it's cheating and usually if you have to ask if something is cheating, it's cheating.
I'm less accommodating than Lurker - if we're separated by circumstances and he's horny as far as I'm concerned he can have a wank. He wouldn't agree to me getting sexual gratification from someone else either.
I'd have issues with him going to a sex worker in any case (let's face it, the "massage" isn't the draw). What situation is that person in? Are they even there of their own free will? Are they being exploited? The transactional nature is worse to me, not better.
He would be so dead if I ever found out. So now he'd have to kill her... And anyone else who worked there... And anyone who saw him go in... And the friend he mentioned it to... The friend might've told his wife so her card is marked too. He'd have to wipe the CCTV at the petrol station he stopped at, take down the message board where he posted asking if it was cheating and engage a voodoo priestess to ensure my Spidey sense didn't tingle. The wank is probably less stressful