That kind of communication style seems so indirect; it would drive me batty. If my therapist wanted to see if I could recognize what gains/insights, etc. I had made in therapy, he would have asked much more directly and probably would have led me through an discussion, maybe even helped me make a list or something, perhaps helped me see what I might be having trouble seeing or putting into words. Your T's approach just seems to vague and I can see why it is confusing to you. I prefer my T's to be direct: say what you mean and mean what you say; don't play games with me.