massaging the area where you just injected requires pushing on the muscle that is full of w/e you just injected, keep in mind that there is a hole in the muscle and the oil is some-what compressed in there, so pushing on it will just send the oil back up the pin hole and spread it through the dermis and subcutaneous layers of the skin where you dont want it. Even though you asperated and everything is fine to inject in the muscle, you may have gone through a vein or blood vessel on the way to the muscle, so when the oil comes back up, into the blood stream it goes...
picture the oil still being in the syringe, it stays in there freely on its own, but if you push the plunger it comes out because you are creating pressure, even is you dont touch the plunger, but just push on the sides of the syringe, (as if you were massaging the muscle) it would still come out of the needle.
I hope this helps...