No, it's not odd. A lot of men prefer talking with female therapists for just the reasons you stated--a lot of people prefer female therapists in general--when patients express a preference at all, it's usually for a woman. I can link to a really boring peer-reviewed article about it if you like.

That said, I wouldn't assume that your T is 'coddling' you, and, anyway, I don't think therapy is really the place for a tough love attitude. There's plenty of that in wider society already