Take that statement and apply it to your whole life. You can't undie. You would lose everything. Your therapist would be trying to help you, not punish you.

Did you receive inadequate treatment as the hospital before? That would be the only reason you should hesitate (because for all you know there are other options!). Pretend you were hit by a bus. Yeah, the hospitalization was inconvenient, but it would be necessary to not lose out on your life permanently. Everyone will understand and welcome you back when you are better.