You partner can think what she wants, and her statement only reflects that she doesn't understand therapy and possibly feels like it is a threatening/competing relationship. Would this extend to other non-sexual intimate relationships you have?

Why not just be upfront with your T that your gf lives near where your T lives, or where you think she lives (if she doesn't know that you know where she lives). I find that getting things out in the open is much easier on everyone.