I think she is probably thinking that as you begin healing through your therapy work, the desire to SI will lessen and lessen. I am sure she does not think it is a good think by any means, but just something that will take time to work through.
My T will tell me that she wants me to be safe, and that she wishes I wouldn't hurt myself to deal with things, and she gives me some constructive ways to deal with it, but she isn't ever really against it or annoyed by it. She is very understanding.