I'm struck by the words "too vulnerable". I think what he likely meant was "too vulnerable to hurt" not too vulnerable to the emotions and happening in therapy.

I think what he's talking about here is resillience - not withdrawing. If that's the case then he is correct. You both need to think of ways to contain and control the feelings that arise.

It's a task that both of you have to undertake together. For instance, can you think of something that your therapist can do to help sum up or close out a session that would help you?

Can you develop a plan to deal with hurt when you feel overwhelmed by it?

This is clearly not your fault, and I hope you can see it that way. Unfortunately, I think developing the coping skills to deal with things is something that has to happen in therapy.

This whole process doesn't have to be devasting, but it certainly can be. Learning how to deal with that devastion can be one the best things that comes out of therapy actually.

I would definitely try to talk to your therapist about exactly what he meant by the phrase "too vulnerable". I'm thinking he;s trying to help protect you here.