Why giving yourself a massage or a tickle is much less effective!

Well, the idea is really simple: you expect it to happen, because you have decided that you will do it.

And I don't mean it a general action; I'm referring to every little move of your fingers. The current that begins from the driving pocket (let's say that you remembered the sensation of your last week's massage by your spouse and decide to do it to yourself. That's a driving pocket!) and travels to the action endpoints (to order your fingers to move) also goes through the inner loop and back to the pattern matching mesh part of your brain. This means that through the inner loop you "preview" or (prefeel) what the sense of your own touch will feel fractions of a millisecond later.
And this is exactly the problem. Since you have touched yourself a lot of times in the past, you know the sensation of your own skin, you also know how to control your fingers and how to touch your skin... this has the effect that the current that goes through the inner loop and back to the PM mesh is directed very accurately to the areas that the external stimuli will also arrive as a consequence of your actions.
And as we've said (we haven't actually, because I keep postponing explaining in detail what the DIFF mechanism does), our brain constantly does a differential "at the door", so that it negates any signals that it already expects. In other words, any signal that through the inner loop is "expected" to arrive at the PM mesh via the external stimuli will be reduced in power (or completely negated) the more we have accurately predicted it (seen it coming). This is a continuous process by the human brain that cannot be turned off. It has the effect of removing "redundant" information from all incoming signals ("been there, done that" stuff) and allows only out-of-context signals to pass into the brain and get processed.

It's like a secretary for a celebrity: it throws to the garbage all omg-I-totally-love-you fan letters that keep coming by the hundreds every day and only allows important letters that are out-of-context (e.g. a letter from the IRS :).