I like to transition out of therapy, and some Ts are definitely worlds better at this than others. Mine is not so hot, so I've gotten in the habit of asking her to close our sessions by drawing an Angel Card for me as a way to leave on a positive note.
Angel Cards - Original: Kathy Tyler, Joy Drake: 9780934245524: Amazon.com: Books
I do agree with your thought to speak with her about this, very important and worth improving. She can help you wrap up by letting you know five or ten minutes early without any trouble for instance. You might also ask her to say something about how she'll help hold onto any unresolved issues for you until next session: my therapists' holding onto painful things for me has helped me manage them between sessions.