First of all, I don't think you're being immature at all! It is a sensitive topic for many people. I don't think your T is likely to be embarrassed by anything you mention (the training and experience required just to get licensed pretty throughly desensitizes them to this sort of stuff!).

I can relate somewhat to your concerns about gender and age dynamics, but in my experience (having seen several different male and female therapists, psychiatrists, etc.), I've found that it is actually way easier for me to talk with males about it.

When I've talked to female Ts about sex (very, very briefly), I've always ended up feeling awkward and ashamed. I think many of them have over-estimated their ability to know/understand me and it has led to some very frustrating interactions, where I often feel very awkward/weird/bad for not being more feminine, neurotypical, etc.

In contrast, males have seemed to be more open to my perspective. They openly acknowledge gender differences when appropriate, but it is more in a genuinely accepting/curious way. The age gap with current T and psychiatrist is also pretty substantial (both are in their early 60s, while I'm mid-20s), but treated similarly to gender differences (e.g. when psychiatrist asked if I might call a friend, I replied that I would not call, but probably email or text, and he sort of jokingly apologized for proposing "an outdated idea more appropriate for 63 year olds").

Also, not entirely sure if this is relevant, but I've found that males that I've seen have been way more complimentary, in general. I know it shouldn't matter -- it never has been main point of conversation, but obviously is nice to hear sometimes that somebody thinks you're beautiful, engaging, etc. Even if they're just being "nice," it only seems to be males that say this sort of stuff openly (females tend to be more withholding in my experience -- like they'll refuse to comment on it and instead question me about why I even want people to say stuff like that, which tends to leave me feeling guilty/wrong/embarrassed for wanting reassurance sometimes).