I've been very open with my T about my feelings for him from the start (good and bad). I think I had to be, because my presenting issue was my relationship with my first therapist, so it is important to keep checking in on how this relationship is going. Recently he has told me about some paternal feelings he has had for me, and I have discussed the absence of sexual feelings towards him (which often emerge in close relationships with men) and why I think I haven't felt that way about him. It's all very natural and easy.
I wonder if you should share with your therapist exactly what you said here, about how difficult it is for you to have this conversation and why you think it is? It might open some fertile ground for therapy and at the same time help your therapist know what you need from her.