If I spec into massacre I suddenly struggle to fill my rage bar to 80 to rampage. If I execute with massacre specced I lose a big chunk of rage, if I execute without massacre specced I don’t lose the big chunk of rage…
If execute costs rage (with or without the massacre talent), it means you forgot to spec into Improved Execute (3:3), talent right above Sudden Death (4:5). With Improved Execute your execute - be it during massacre, normal or sudden death, will grant you rage and cost you none. Without Improved Execute it will only be free during Sudden Death and grant you no rage.
What is happening, is that massacre is an execute with its own ID (so it does not activate PvP charge and so on), so it never got updated to take into account the execute r4 effect of making it cost no rage. So, it ends up costing rage.
That said, if you don’t gain the rage, don’t press the button.