Therapists can have many different theories they go by. Some of them just go with the flow allowing therapy to just happen ... which sounds like the one you have for your sons. No, it is not out of place to ask the therapist to set and work toward goals. Some therapist use cognitive behavioral therapy to learn how to think about what you do while others use family-centered therapy. There are more theories out there than you might think. Does your therapist specialize in children? Does he see your sons separately, both from you and each other? Does he just see your role as being an informant rather than a partner in the therapy process?