It's harmful to hold on to anger. However, your T might think since you are not angry, you are not in touch with your true feelings. That may or may not be true.
And for those who direct their anger toward themselves, you were a victim. If someone gets robbed or shot do you blame the victim? You might feel regret, beat yourself up for letting yourself be in a situation where it could happen, but you surely didn't ask to be a victim.
Be kind to yourself. Don't be harder on yourself than you would be on anyone else.