If you don't feel safe around him, then you need to leave.

Listening in on a private session of therapy a huge violation of boundaries. To then fight over the stuff he was never meant to hear is juvenile. If he is willing to spy on you in therapy, who knows what else he is capable of. "Snooping" is upsetting to him? Seriously?

If you do see your therapist again, insist on a change of venue. There is nothing stopping your boyfriend from sneaking into the waiting room once your session begins. Sadly, this is level of insecurity you are subject to.

But you can change that.