I guess one of the reason is to make sure not to interfere with the clients therapy. First, clients pay for time which has to be on themselves, not on therapist's life. Second, for some people, if t would tell them for example that they believe this religion (you could put anything here... politics, decision of having children or not, eating habit, etc.) is so cool or that's the way they live, it could refrain the clients to speak freely about the subject... it's something like a social desirability.

So that maybe some reasons why they usually don't self disclose much. But that said, every relationship is different and some t disclose more than others and that's fine too. As for me, I don't know much about my t (except that.. he is a psychologist )

take care
faith