This use always comes with the: the Masai. It names the whole group, not one person. Because it names many people, the verb after it is plural: the Masai are, the Masai have. The word does not add an s in this use. Cattle matter here: the source says their economy is mostly based on them. The same name is also used for one person from the group, and for the language they speak, so the words around it tell you which one is meant. The spelling Maasai, with two a's, is also widely used.

Here the word counts: a Masai, one Masai, two Masai. The source marks it countable, so it can take a and a number. For more than one, the form usually stays Masai without an s. It also works in front of another noun, as in a Masai teacher or a Masai family. Written with a capital M, because it is a name.

Language names in English behave like this one: no a, no the, no s. You speak Masai, you learn Masai, you say something in Masai. The source marks it uncountable, which is why you cannot say a Masai when you mean the language — with a, the word means one person instead. So the small words around it carry the whole difference.