Hmm does he ask you at the start of your session what you would like to talk about? If he does could you just say you would like to set some goals and then go into the details? Then you are not criticising his method, just answering the question honestly.
My T doesn't really set goals either, we just go with whatever comes up. The odd time I've been stuck, I've handed the control back to her and she has mentioned goals etc which more helps to identify more issues to work on than provides structure, I think!