The one time I said something, the one I see said "thank you" and then we went on. She was probably shocked. I was happy to not have the moment prolonged. In general I don't pay much attention to how the therapist is doing and don't consider it my job to say anything or to notice it in most circumstances (although I might be tempted to advise restraint or gambler's anonymous in the case of hearing about poker losses). I would be concerned about me catching something if the kleenex thing occurred.