You should be allowed to ask anything in therapy. Your therapist may or may not choose to answer, but no question should be off-limits, I think. The therapist might want to know why you ask, though, and that discussion can be very valuable in itself.

When it comes to shared experiences, my take on it is a little different. I am convinced that if two people have been through the same events or had the same thing happen to them, their subjective experiences will be different. And so it doesn't make any difference if the therapist has experienced the same thing - they still won't know how you felt until you explain it to them. Their job is not to intuitively know how you feel about something based on their own subjective experience, it is to understand you based on what you tell them. (Including non-verbal communication. Telling is not only about words.)

A shared experience can in fact be very alienating if the other person presumes that they know your feelings before you have had a chance to talk about them. I have experienced that more than once - on these boards as well as in real life. It is much better to have a trained listener who hears what you say without having a filter of their own experiences that stops them from understanding your feelings.