Yes, you are right, it's very personal. And the funny thing is that up until a few weeks ago I would have been convinced that I wouldn't ever want to hear my therapist say that to me.
I respect the therapy-client boundaries a lot.
I guess, in my situation the boundaries have lowered a lot because there is a definite end to this. My therapist constantly tells me that she is seeking guidance from her supervisor and other colleagues who are working with terminally ill clients. It seems what she is doing is not so unusual. She told me a therapist she knows sat for two days and two nights with a dying patient and that it was a profound experience for him. My therapist doesn't sit with me for days but whenever she sees me, we just connect on a strangely personal level.
I still don't know sometimes, how to respond to it. I really have to make myself vulnerable to be able to accept the closeness and I have to cast aside everything I thought about being strong and determined and independent. I am not independent any more and I hate it!
I can look at my situation from two angles: Either I give in to all the feelings of sadness, fear, pain, depression and anger OR I try to count my blessings at this stage, which are: Having someone who is here when I need it, being loved and cared for, being able to have conversations with people here, being financially stable to pay for therapy and doctor's cost, living with awesome people etc.
I think when I have these two choices, I have to chose the second angle. And I think that makes it possible for me to gradually accept what my therapist is offering me.