I can see that this is really bothering you. I suggest you talk with your therapist about it and just ask her for an explanation. If you really just don't like the way it makes you feel when she says that just tell her. I'm sure she will understand.

I also agree with what Lolagrace said "It sounds like she was just giving you that control, not that she was trying to get rid of you or even wanted you to leave, just giving you the control to leave if being there was too uncomfortable or anxiety-making for you. She called to see check in with you later which shows she wanted to be sure you were okay".

In order for therapy to be successful you have to be open and honest. If you keep things like this inside it will get in the way of your progress. Even if you have to write her a letter just find a way to express your concerns. Best Wishes