I totally believe the statements of your massage therapist IF she lives in a neighborhood that is predominately Mormon. I grew up in Utah as a faithful Mormon and my parents wouldn't allow me to play with kids that were not Mormon. (In fact, it wasn't just enough for the kids to be Mormon - they had to come from a faithful Mormon family.)
The Mormon Church has preached against this practice for several years. But, as the saying goes, you can lead a horse to drink but you can't make them water.
I live in an area near a military base so my Utah neighborhood is much more diverse than most in Utah. But, even in my own neighborhood, the Mormons don't talk or interact with me or other non-Mormons. I've been referred to as a "Gentile" because I'm not Mormon. But, the neighborhood "gentiles" seem to stick together and we're all great friends.
The isolation of Mormons extends well beyond children and encroaches into non-religious issues. For example, every elected official in my city and all city employees are faithful Mormons. All city meetings begin with prayer and it feels like a religious service. Further, they routinely address people by their religious titles and NOT their city title. The Mayor is a Mormon Stake President and everyone (except the "gentiles") refer to him as PRESIDENT Smith and not as MAYOR Smith. The city councilmen refer to each other as "Elder" or "Sister".
In addition, my city has an emergency preparedness program. The purpose of this group is to set up a neighborhood disaster team to assist in the event of flood, fire, earthquake, etc.
Unfortunately, the city has defined the neighborhood teams to correlate with the boundaries of the Mormon ward. (A ward is a congregation is that has set boundaries defined by the Mormon Church.) The neighborhood Mormon church building is designated as the disaster relief center where people would meet to receive help or shelter.
I do not know of a single person on any of the 20+ teams in my city that is not Mormon. In fact I have several non-Mormon neighbors that have volunteered to be part of those teams and they've been told "thanks, but all of our positions are filled".
Another very subtle snub occurs with the local Boy Scout troops. All of the Boy Scout troops in my city are sponsored by the Mormon Church. As a fund raiser (yearly fee) they will place an American flag on your lawn for all national holidays. I've tried for YEARS to hire them to provide a flag on my lawn. To my face the boys appear anxious and willing. But the leaders always find an excuse to not accept my check and promise to "stop by later" to set it up.
The same thing has happened with several other non-Mormon neighbors who have tried to get flags. It seems like the Mormons want to remains isolationist and avoid the "contamination" of non-Mormons.
Approximately 98% of the Utah Legislature is Mormon and most proposed bills have distinct religious undertones.
I have friends at work who are Mormon. They claim that what I'm experiencing is not an intentional snub. They say that Mormons just aren't used to interacting with people outside their congregation (unless they are serving on a Mormon mission).
So, why do I live in Utah? Because I got tired of witnessing cross burnings by the KKK and dealing with the local paramilitary militia when I lived in Michigan. (Yes, in the year 2000 they still had KKK cross burnings in Michigan.)
At least most Utahns are non-violent and unarmed. Makes me glad I'm a member of Pink Pistols (gay shooting group).