To talk or not to talk?
You can talk during the treatment or be still, as you choose. But stillness would be more recommended.
The therapist should follow your lead. If you're not talking and the therapist won't be quiet, you can say something like, "I'm just going to be quiet/rest for a little while." The therapist will get the hint.
In general, try to use a "quiet voice" when you are in a massage centre.