In Cuba I was talking to a guy on the staff; we had an interesting convo until he said he gives paid massages. I thought maybe at the beach, but he insisted on going to my room. I said no. His mood changed and he refused to talk to me again. What did he want?

This guy may give paid massages but what also comes along with  those massages that he wants to do them in the privacy of your room? It doesn't take much here to figure out that once he has your clothes off that he may take advantage using the massage only as an excuse. 

So you did the right thing here and don't doubt yourself as there is more going on here than meets the eye