i personally dont think your therapist should ask you using the words "touch yourself." that feels icky and gross!
in my field, i need to talk to my clients about sex and sexuality pretty frequently, and i have never ever asked anyone if they "touch themselves" and i can absolutely understand why that would sketch you out!
sex and sexuality are, however, a big part of being a human being and may need to come up during the course of therapy. so, the topic is okay, but phrasing is key!