I was offered EMDR and declined, too. Pretty sure I offended my T but you know what? The part of me that shocked myself when I blurted out "No!" like my life depended on it was protective. Protecting me. And I think it was the right choice for me at the time, as we were only a few months into therapy.
I agree with the reassurance thing. I reassure my T a lot lol I never really thought of it as reassuring him per se, but that's what I'm doing. I just come out and tell him that I feel it's helpful. I tell him I appreciate him. I try to tell him if something positive happens outside of therapy, too. Although I find that a bit harder to do for off topic reasons.
I believe Ts are human so it's important that they know not only what isn't working, but what is.