Oh gosh, yes it would be something some therapists would ask, because everything is important and because there are so many reasons a person might cancel that they need help with. Such as a fear or worry about the therapist, financial issues. Cancelling or not wanting to return also might indicate that the pace of therapy is too fast. Or too slow.

I don't think you heard it as a question, though, I think you heard some kind of criticism. It might be interesting to go back to that therapist and resume therapy after talking about the worry you had about T's interest in why you cancelled.