When massaged, I feel energy running through my body from the massaged area all the way to my head or to other parts of the body. What and why is that?

Hard to say. Its hard to explain the subjective feelings a person might get in this kind of situation, but there is no evidence of "energy flows" or that sort of thing that we can objectively measure.
Increased Blood Flow. It could be something such as increased blood flow to the muscles after stimulation. Or since you are so relaxed, it could be due to dilation of your blood vessels, which also would increase blood flow.