Speaking as a CMT/HHP specializing in Neuromusclar Therapy ... It's all up to preference of the client. Some spa's and clinics require draping and some do not. It all depends on the city rules and regulations. As far as doing massage out of your home or going to a clients house/apt. You can do the massage anyway the client feels comfortable. City regulations/licensing only apply to established clinic/spa/hotels.
As a therapist, it is easier to do the massage seamless without covering and then exposing as you go along. The person on the table is just another body to the therapist *or should be*, granted some are hot to look at...sadly most aren't. I learned in my psych course and interpersonal communications courses that draping actually on many lvls makes the client less relaxed because of the constant covering and exposing of skin. Clients always get in a comfort zone and then BAM...you're lifting the sheet again.
(my personal preference is no draping..for me as a client also, I prefer the client not draped if they are comfortable. It's all about you *the client*.)
Ok.. rambling too much here. Just one bit of advice...ALWAYS
check into the credentials of your therapist and ask them about their education. If someone works on you and has no clue what they are doing other than " a friend taught me" or "i've had enough massages to know how to do this well", they could really injure you. Hows that for relaxing and theraputic.