I don't think you have to worry about being rude with your T, and I think it's fine to ask her any questions you like. If you are suggesting that you will ask her if she has personal experience in her personal life with bdsm, then I don't know if she will answer you directly. If your real issue is that you want to know if she is comfortable with bdsm, or knowledgeable because of other clients, those are different still. But I think expressing what you have here, that you would feel more comfortable talking about your relationship if you knew that she had some awareness of these kinds of relationships. Or maybe you just want to ensure that she's not bigoted or prejudiced against these kinds of relationships. I do think you need to clarify exactly what you want to know before you ask it.

My guess is that no matter what experience she has and hasn't had, you still need to explain how you see things. Just because I'm married, it doesn't mean that my therapist understands what being married means to me or how our marriage plays itself out on a daily basis. Even if your T has seen 100 clients in bdsm relationships, it doesn't mean that she "knows" what you expect her to know.