This is a fairly recent practise that was started by an American Indigenous Massage therapist. She was motivated to start massaging with hot stones when she herself was detoxing in a sweat lodge. It caught on quickly and is now popular in spas worldwide.
There is a natural magnetic field in stones that balance your equilibrium. I find it is a spiritual body centered technique that leaves you radiating with heat down to your bones. Perfect on a cold day. The hot stones are also handy individually for gentle release of tight knots in your fascia.