I'm 44 so myself and friends have all been turning 40 over the last few years. Spa day is my idea of hell I don't like being touched by strangers BUT I'm not you! And neither are they!
Here's what my friends and I did for our 40ths
Me - favourite comedy club, meals out with those I love
Friends
Spa days
Hobby related (inc surfing, motorbiking, F1 getting to drive at race track, hot air balloon ride, learning to pilot a plane, scuba diving, hill walking, mountain climbing, writing and art courses)
Travel related (New York, LA, Disney, various European cities, Australia, Africa, China, south east Asia, India)
Ambition related (crossover with previous of course in some ways but also running marathons, overcoming fears, learning or improving a skill like cookery, art - one friend went on a course learning how old style animators drew and painted)
One I'd have no idea how to categorise was going on a religious retreat in Ireland! They had a lovely time.
You can do whatever YOU want, they want a naff piss up in Amsterdam (also my idea of hell there are far nicer places for a weekend away in Netherlands) they can do it for THEIR birthday!