I know when my T expresses sympathy for me I kind of brush it off and act like I can handle myself. I don't like sympathy, its synonymous to pity for me and it makes me uncomfortable. I don't like the "oh poor you" feeling I get from it, it keeps me wallowing in whatever it is that I am feeling. I do like empathy being expressed though, that is more compassion and understanding of how I am feeling rather than my T feeling sorry for me. The only thing my T has ever done that has really thrown me off was when she teared up a little while I was telling her something (with the blank slate of a face I normally have). I didn't know what to do with that, so I did my best to ignore it and avoided eye contact... I think she must have got the message, because she pulled back on that emotion right away and I haven't seen it since. I don't know if that was sympathy or empathy showing when she did that...either way, I didn't like it.
I think your T was trying to show you that what you're dealing with is not easy, and wants you to not make light of your situation either. Perhaps she is trying to instill more patience within yourself, to allow yourself time to deal with whatever is coming up? Of course, the age old suggestion is coming...talk to her about it!