Yes, my therapist was embarrassed about something once, but it wasn't funny and I can't for the world of me understand why he was embarrassed about something small and seemingly neutral like that :-/ I mean, normally I would ask why, but in this situation I chose to respect his role there as an (embarrassed) therapist and not intrude, Instead, the next time I just pointed out I was in the same situation, and he said he was relieved. Why, therapists can be quirky too ;-)