before getting a car, i had the same dilemma. i told my therapist that on occasion it would probably be hard to time the train or the cab, and that if it was raining i wouldn't want to wait outside. she told me it was no problem at all - even when i said, "even if i'm thirty minutes early?!" and she still said that it was totally fine. the difference is that she does have a little waiting area, so it's not like i would have been standing right outside the office door or something.

anyway, i don't think it hurts to ask. just give your therapist a heads up, and i'm sure she'll be fine with it. it's not like you're trying to do this all the time either.