On the contrary, hair massages have been known to prevent hair loss and even help stimulate follicles that were dying or "sick" to produce hair. There's a thread by Isis that gave directions on how to massage your scalp. You should be pressing firmly on your scalp and moving it, not sliding fingers against the skin but rather kneading it so that it moves and isn't rigid. I'll be back with the link if I can find it.
When I had a bald spot, the area felt a bit stiff and I made an effort to massage deeply enough to loosen the scalp there. My hair grew back. I did use the Essential Oil Hair Growth Blend too, but massage was an essential part of my regimen every time I applied the mixture.