I think you should go, instead of canceling, and discuss all this, including expressing your anger. Cancelling is not going to do anything productive.
You may find that when she said "that's strange" she was referring to her own behavior. She might not have even thought that you were the one who made a mistake.
I seriously think you should discuss this with her.
To me this seems like the kind of misunderstanding that can happen a lot in therapy, and it seems to have stirred up a lot in you, and talking all that out could be very useful.