That sounds so wacky that it's hard to conceive of a therapist saying it. Are you sure you really understood what she was saying?

A lot of therapists & researchers believe that hitting pillows, venting anger, etc actually makes the anger worse; it adds fuel to the fire and perpetuates the anger, when other approaches might have helped it settle down. Lots of people believe that instead of learning to vent anger through violence (whether on an inanimate object or not), children (and adults!) need to learn to understand their feelings, and to learn how to tolerate and control them.

She also may have been speaking from a purely factual, pragmatic standpoint. It is true that anger and aggression are less expected from women and, often, less tolerated in general.