I'm confused by the difference between your subject and your post. Your subject says she was asking for a massage, but your post says she was asking to "hook up", which I've always thought meant sex. Either way, it's not wrong to wait until you find the person you connect with on an intellectual level before you do anything physical.
On a similar note, just from the way your wrote your post, you sound like you might be too emotionally immature for a relationship at all at this point - it sort of sounds like you ARE looking for a "hook up", but only if it's someone you feel you connected with. I never had any interest in dating or sex at all until I was 29 and met someone who I actually did "connect" with, but I didn't even realize it until I was 30. Then from there, I was 31 before anything physical happened. So everyone goes about it in their own way.
I guess I'm answering two questions - if you are asking if it's wrong to wait until you are emotionally connected to a person to "hook up", then my answer is that a hook up is a hook up and it doesn't really matter. The point of a hook up is that it's a one time thing, so it doesn't matter if you like the person or not. The point of a hook up is sex, not a relationship.
If you are asking if it's wrong to wait until you feel connected to someone for a relationship that leads to sex, then no, it's absolutely not wrong. It's right, in fact! Just don't assume that you won't connect to someone intellectually if you aren't immediately physically attracted to them. You may end up missing out on finding someone you really would have liked. Likewise, people who you approve of physically may not be the person mentally for you, so don't convince yourself that they are right for you because of the way they look, because that's dumb.