I think, if you've been seeing a T for a while, then it's more beneficial to talk through things and work out what's bothering you.

However, if this is a T you've only seen a few times, and haven't established a relationship, and don't feel comfortable with him, then it's fine to just drop him and find someone else.

I went to one session with a particular T, and we just didn't click...she didn't seem to have a clue what I needed, didn't have patience with me, and didn't seem to understand my personality type. I just chose to never make another appointment, and found someone new. With my current T, whom I've been with for over 3 years, I'd talk stuff out, because I have a strong relationship with her and trust that it's safe to work things out.