I sort of think if your inclination is to ask, it might be a good idea to explore that. I don't think it's a bad idea in itself to admit to being curious and having questions. Your therapist can decide for herself whether it's a good idea or not to answer them, and talking about it might reveal something interesting about yourself.

Or you could decide not to ask her more about it and see what that is like. I just don't think one way is more appropriate than the other - if you're curious, you're curious. I don't think exploring that is a bad thing.