I do not like it, personally.

I'm not used to hearing my name, it's so rare in day-to-day life to hear anyone address me by my name, and it has been that way for years.

I associate someone addressing me by name with someone trying to intimidate me. My parents growing up only ever used my name when they were after me for something.

I also really hate my name because my sicko father named me after an actress he wanted to bone. Of all things. I usually try to push for a nickname for myself with people who have a habit of inserting the name of whoever they are speaking to in their sentences.

However if a therapist addressed me by name, I wouldn't be mad at them over it. It's not like they would be able to psychically know all of this stuff. But I'd hope that my likely instant-upset body language and expression would be noted, and that they wouldn't do it again.