My therapist does that a lot.
I find that it gives me space to feel my emotions more intensely and with more focus or precision. It also encourages transferences, which draws emotions out. If you think of the concept of enmeshment, it's sort of the opposite of that, which really allows you to see and analyze the person you are.
Here is a therapist who explains it much better than I could:
Therapist disclosure: why all the secrecy? | Reidbord's Reflections
I would not like it if my therapist was like that all of the time. But some of the time is ok with me.