Thank you for your courage to share this with us! I understand how hard that would be, to hear that guy say what he did. That does sound rude. I'm sorry it hurt you. I think, even though it might be hard for you, the right thing is to tell your therapist how the situation made you feel, so that these feelings don't just stay inside and keep troubling you and maybe there is something she can do about the situation, too.
It's OK to talk to her about too about how you feel judged. Maybe she isn't aware of that and wouldn't want you to feel that way. Therapists generally like to have feedback on how they are doing, so they can do things better to help you better.
I wish you courage for your next appointment!