I'm not saying it should be required, and yes, some clients might not want such a question, and some therapists might be sufficiently attuned to their clients to have no need of asking it. I was a little thrown by it myself.

However, I think asking indicates that they're actually thinking about how to do their job as well as possible for each client (I'm guessing mine ask every client they see); they may well have a sense of how they're doing, but double-checking with the person most affected by their job performance seems reasonable to me.