I think their minds definitely wander- they're human after all. When my former T was talking to me about mindfulness and giving me an example of how she does it (that really helped me), she said she'll be listening to me, then maybe she'll think "Oh, what should we have for dinner tonight? Maybe chicken. Okay, bring my focus back." At first, I was mildly irked, like what are you doing thinking about your chicken dinner? But, I realized I'm not mentally present one hundred percent of the time either- in therapy or in life. The key is noticing that your mind has wandered and bringing it back. That's the whole point of mindfulness- choosing to pay attention to something. I think it's completely natural to be momentarily distracted or lose focus and that therapists have much more practice in bringing their focus back to the present moment.