My T doesn't have a supervisor, but she has like 30 years of an experience and works in a practice with other T's and p-docs. They have weekly clinical meetings where, if one of them is having trouble with a case, they (anonymously), present it for feedback from the other T's. My T also will consult other T's separately there if she's unsure how to handle something--I know because she did this for an issue I had recently (involving transference for another T there--my marriage counselor). So I think as long as they have a fair amount of experience (I'd consider 15 years to meet that qualification), they're willing to ask peers if they're unsure about something, and don't just assume they know everything, then they don't need to be seeing a supervisor (or be in their own therapy).

If you just didn't feel comfortable, that could be a reason not to see her. But as others have said, a T might seem reserved on first meeting, or just be getting basic background info, so you might not really get a sense of who he/she is.