I have not seen Couples Massages on the beach. Maybe it could be done as a special request? It can't hurt to ask. My husband and I had our massages last Feb. in the sports facility building, across the street from the main Couples Resort. I imagine it would be difficult to move the various oils, towels, etc. to the beach, then you'd take a chance on sand sticking to your body. Interesting thought, however!
Couples do offer massges on the beach. I think they offered a couples massage as well on the beach. They have a hut set up with gauze drapes that Nattygirl mentioned. I can't remember the prices but all of the massages on the beach were about twice the price of the massages in the spa. So we went to the spa and had a great massage. I would be interested in hearing from someone who has had a beach massage.
The Beach Massage hut ,in our last few trips, has been usually occupied by folks sitting under it. very rare to see it used for a massage. The new spa area is awesome and Sue really enjoys it. oh you can get a couples massage in your room too, at an additional fee.