i haven't heard that as far as therapists not asking before ... but my first T always told me I should never ask her why

I said why?

she gave an answer

I said why?

she gave an answer

I said why?

she gave an answer ... and so on, then she explained that's why I shouldn't ask why ... because it always seemed to lead to more questions and I was always left wanting to know the next "why"

of course ... I still want to know why

not sure if that connects at all to what your therapist was saying but that's been my experience with the word why in therapy