When you're considering an expensive treatment like Thermage, you should at least speak to a doctor prior to the procedure. Thermage doesn't work for everybody in every situation, and an esthetician's opinion as to whether you are a good candidate for this procedure is really not conclusive.
Physician supervision is always mandatory for Thermage. In California, aesthticians are not allowed to perform Thermage at all. In my practice, the nurse does the treatment, but most of the patients come talk to me prior to having the procedure done. That way, if they are not good candidates, I can steer them towards something that may help them more.
The question is always what constitutes supervision. If the nurse (or esthetician in Oregon, I guess) is experienced, then the doctor does not have to be in the room. However, if they are just learning, it would make sense for the doc to keep a close eye on them. There are no laws about this, however.
Hope that helps.
Web reference: http://www.westsidemedicalspa.com/thermage.html