I see the statement as a response to something. Did you tell her or was it suggested in session somehow that therapy is not useful? I can imagine a T responding like this if a statement like that was made. She's essentially be asking why you keep coming back if it's not helpful. Most people wouldn't make the effort to go if it there was no reason to go. So in that context I think it's a valid question - a decent t should want to know what a client is or isn't getting out of therapy. If it makes you angry you should definitely say something and ask what she means when she says that.