In France erotic massage is usually labelled as “massage naturiste”. There is not a huge offer of erotic massage studios in Lyon. You can expect to get a decent rub but don’t count always on a happy ending by hand-job or more, unless you're booking an escort who is also a masseuse. There are a few options available in case you’re fine with a relaxing or sensual massage, which will not necessarily include an orgasm at the very end. Luxeva Institute (http://instituts-luxeva.fr/en/erotic-massage-lyon.html) has two locations in Lyon, one around Boulevard des Brotteaux, second at rue Edouard Herriot but they also allow outcalls to nearby hotels. Prices start at around €90 for a non-nude massage. But probably that is not what you would be coming for.
The nude and sensual massages in Lyon are much more expensive, especially when you would like to be pampered by two masseuses at the same time. The name Institut Whithley (http://massage-lyon-whithley.fr/) suggests it is an erotic massage salon (located near de la Place des Terreaux) but it seems to be only one independent masseuse who offers Thai and Californian massages. Laura (http://www.laura-massage-sensuel.fr/) is another independent massage service provider who is located on 68 rue de Rancy. Keep in mind that some of these massage parlours and independent masseuses in Lyon will only disclose their actual address when you’ve made an appointment.