No. In therapy there is only me and the therapist - I don't believe either of us is going to get confused so names or endearments or whatever are not really necessary. The one I see does use my name a lot and I am often baffled if she thinks I may believe she would be addressing someone else if she did not say my name.
I don't usually go to mds so it is really not a deal for me, but if seeing them we can both address each other by first names or both use titles. Usually if someone like an md calls me honey (for example), I respond with "sweetie pie" or something and then give my explanation. It usually ends their use of that sort of thing with me.