My T will be like this sometimes. I don't think he is trying to be insensitive, I think he is trying to say, "hey, x issue is normal, lots of people deal with it and are okay, and you will be too."
But like you are saying sometimes that is not what I want to hear! What I want to hear is acknowledgement that "x issue" SUCKS!! This is especially important to hear from a T if we aren't getting it from anyone else in our lives.
So I would say it is totally okay and right to ask for sympathy from a T. Could you explain it to them as you have here? "I appreciate the practical advice, but sometimes I just want some sympathy as I vent about my problems."

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