I swear all the time in therapy and in most other contexts and I have to tell you I would have been freaked right out if my T had said that. In my mind there's a difference between using f*cking as a generic adjective or adverb (eg "so f*cking tired!") and using it in its literal sense to talk about having sex--the latter sounding either excessively crass, violent or intimate. I think he at least owes you an acknowledgement of your discomfort rather than an implicit unapologetic "I'm cool with this."