No way! I come from a country where elephants are often included in many cultural/Buddhist parades. And we often hear then of things going wrong, and bystanders being crushed to death in the most gruesome possible manner by mad elephants. Hence I would never try such a massage..
In any case those who do give these kinda things a spin are probably just thrill seekers and not really into reaping any health/relaxing benefits, so we can never be sure if these taskers are really trained masseurs!