It's nice they were up front with you about it.
I'm kind of surprised that they didn't suggest they would take extra care during the massage...

Is your pain mainly nerve pain, and not much muscle tightness /pain?
Which nerve is involved? Ulnar?

It seems like they could avoid the problem area and work on the tight muscles only, tight muscles & fascia can be pressing/irritating the nerve too.

From the videos I looked at I didn't see any reason that it couldn't help.

Unless they use firm pressure with the stones to do the massage - but avoiding the affected nerve area should be OK - and lighter pressure..
&
If they just do a standard cookie cutter massage and don't want to adjust for clients needs...

I'm just surprised they didn't offer taking extra care for you, rather than lose a possible client.