I was just going to add what Kacey said. Here irritation may have been something going on with her. Therapists are human and subject to feelings too.

She may also have felt offended that you had your music on, even for a little bit, during the session. Your actions did not suggest that you were seeking connection, rather to me, they would suggest exactly the opposite.

When I see someone on the subway with headphones on, it emits "stay away", not come talk to me.

Put yourself in her shoes. How would you feel is someone scheduled a meeting with you and then sitting with headphones on?

I really do think some communication is in order here where you both exchange your thoughts.