You going along to therapy with him not only involves how the girlfriend feels about it, but it involves how the therapist feels, how your friend feels and how you feel while sitting with he and his T.

If the therapist has no problem with it and he/she will probably ask your friend how he feels about it, then it will probably be ok, at least the first time. However, remember that this therapy is for your friend and you are there for support only and will probably be very wise to not say a word. Plus, you may find it makes you uncomfortable after all. And there's always the chance that either your friend or the therapist may decide after a while that it might be better if you did not come for one reason or another. There's lots of ways something like this could turn out.

I'm not trying to discourage you. I think you are a good friend for trying to help. But your friend is going to have to be 100% sure that it's ok with his gf first.