Some therapists have an uncanny ability to see things. That's probably part of why they are in the field. Plus they've had lots of experience so they are used to certain ways people are and can fill in the gaps without actually hearing the story.

I can understand why it may feel creepy to have that happen. In another way though it could be taken as a positive in the sense that the therapist is in tune.

Whether or not you take that up is your own decision. I wouldn't worry about feeling like you are "lying." Clients "lie" to their therapists all the time; they practically expect that. It isn't really lying in the sense that it was protecting you so you didn't do it to be malicious, or anything like that. You were caught off guard and something natural kicked in. That's totally fine.