I guess I was lucky to have two really good people as T and pdoc.
My T wanted to be called by his first name. A humble guy, who is a high ranking officer in the army, yet doesn't want to be addressed by his military rank or title. He says its not his identity.
My pdoc is the opposite - he calls me Mr. (surname) and I call him Dr (surname) although technically his title is Professor, but his role for me is doctor. He seems happy with that.
In both cases, there is no disparity, and we get along just fine.

If your T wants to be called Dr. X but wants to call you by your first name, I would be inclined to correct him and suggest your surname would be more appropriate under the circumstances. Mutual respect is important. If title = respect (in your therapists eyes) then that would be consistent with his view of respect, surely.