There is no obligation on a customer of any business (be it a massage, hairdresser, or the like) to answer personal questions like "Are you married?" or "How many children do you have?"
But in any case, I always say "I was. A long time ago." It is better to be vague and give a non-committed answer, and it is more polite than to say "It's none of your business."
Never, ever, talk about your family or job or money. By all means, feel free to talk about hobbies, travel, views of politics or the weather.