I don't think it violated any confidentiality; theoretically people could legally follow you and see you go into your T's office, etc. (not that they would :-) it was insensitive to you and whether you wished it known who your T was. But I think that is just a personal sort of thing. It could be that ALL the people in your group are clients of his or your T's and you just don't know/hadn't realized that?

Maybe you're lucky and perhaps the others didn't quite understand and think, since your T is also a group member, that it was something the three of you were working on (so part of group) or something your T was trying to get your to do in group a previous week, etc. But I can't imagine anyone else "caring" who your T is? And you could ask other people who their T's are, that's not "confidential"/rude? but you may not know them at all so I can't imagine why you would care anymore than why they would care whose yours is?

Since it really bothers you I would stay after (or come early) and talk to him and tell him you didn't like the comment and feel "exposed" (or whatever you feel) by his having made the comment and used your T's name. Or, if you don't want to do that, I'd make a "joke" of it at the start of group and discover if everyone has one of your leaders as T and who has who, etc. I'd say something like, "Since InsensitveTName blabbed who my T was to you all last week, I want to know who you all see; does everyone see InsensitiveTName or YourTName?"