It might be that your brain is conveniently picking therapy as the background. I get sleep paralysis occasionally, and mine are unfortunately ALWAYS centered around a demon being in the room or on me and it's always crushing me. I can count on that 100% of the time. When I was really, really young, it was some kind of evil presence my imagination would make up. So it's a common theme that my brain makes up--Yours just might be therapy/stressful events.