This is a good question. First of all, not all MPs provide happy endings. You could spend a lot of money trying to figure it out. Some will tease, and that's all. There is something enjoyable about not knowing what could happen, but it can also be frustrating depending on your expectations and desires.
MPs usually have better massage skills, but in my experience the more skilled are less likely to offer extras.
MPs at parlors sometimes work 10 hour shifts. They can get tired, skip on on hygiene, pay attention to their phone etc.
Even if you are offered a happy ending, that may be all.. No touching, no sensuality, etc.
On the other hand Escort Agencies are more intimidating and less accessible. Are you concerned about being spotted? In all likelihood you're going to offered much more than just a massage. Are you mentally and financially prepared for that? A good escort is dressed to kill. Most MPs are dressed to hit Kmart after work.