It's possible she thought you were intentionally showing (or just not hiding) the evidence of your self-harm in order to communicate what you could not say. Seems pretty natural, in general, for a therapist to comment on something like that, as it's the sort of thing one talks about in therapy. To me, it would be weirder to come into therapy with obvious injury and have the therapist say nothing.

If this isn't something you want her to comment on, say so. I do not personally appreciate having to account for every little scrape, scratch, bruise, or scar that my therapist happens to notice, and have told him as much.