I don't think you can expect to have a strong emotional connection right away, especially since you seem rather hesitant to trust. If you give it time, I believe the emotional connection will grow. I suspect you are not correct that the new T would reject you for expressing your concerns.

Your sadness might relate to your grief over your previous T. The fact that you are getting a new T means that you are moving on and accepting that you will never get the old one back. Clearly that is a difficult thing for you. But you are doing the right thing.

Then doesn't it make more sense to continue feeling bad while doing something that might help (the new therapy) than to continue doing nothing?

I hope things work out for you with this new T. There's no guarantee but it sounds promising to me.