First of all I think it is wonderful to have such a good relationship with your T that he feels comfortable to be vulnerable and tear up in fromt of you.
I think he said that because therapists are way too often "tested" (sorry for my English) by their clients who always doubt their caring, their feelings and their honesty due to the nature of the relationship and the payment thing.
So hearing that a client really understands if it is not possible for the T to do something and acknowledges that it is out of the T will when it really is, is a relief and a sign that the client really trusts them and that a solid relationship is built. Hope it makes any sense?

yeah, CE explained it in a way shorter and clearer way, ha!