I have done that and not only did my therapist not bring in any device to remedy the situation, but he actually got a little irritated and mentioned how other clients don't mind it. He turns up the volume of the radio in the waiting room, but at least I can still hear the louder conversations and laughter. Plus on one occasion I came in before he was done with the previous client and I could hear from the waiting room what they were talking about (so I waited in the hallway, but others may not do that). Not sure if we are heard too but it feels like it. I certainly hope OP's therapist is more willing to make necessary adjustments.