I agree with some of the other posters that you should definitely bring it up, and that it could ultimately be helpful to you therapeutically. The couple misunderstandings I've had with my T and marriage counselor have been painful, but I learned a lot by working through them.

Is this unusual behavior for him? If so, then maybe he was having a bad morning or you interrupted him in the middle of something. Still, it's unacceptable for him to act that way to you. If this is his only time leaving a session because he's angry--and he's actually apologetic about it--then I say give him another chance.