I would and actually did give them feedback (both positive and negative), even though they never really asked for it. I would want therapists (just like any professional, including myself in my job) interested in this kind of feedback, but what's even more important is to be receptive to it, not act defensively if it is critical (like one of my Ts did almost each time), and to be willing to adjust approaches individually. Performance reviews are done on many jobs and often they are just a formality, without much consideration and effect on subsequent performance. So I would want therapists to do it and also to take it seriously. I would also want the T to really focus this on how they do and not how the client is doing, although of course the two should ideally be related.

None of my therapists used my feedback constructively, at least as far as changing things. As I said, one of them tended to become defensive, and the other one listened, thanked for it, and just moved on. He never even responded to several of my direct requests to do things differently... said that he would, but never happened. I don't think this kind of rigidity is speciic for therapists though, I see pretty much the same trend in my own profession from most people.

As for frequency, perhaps weekly is too often in the kinds of therapies we most often discuss in this forum, there isn't even time to see the real effects of the Ts work on the client's issues. Also, if it is done in session, it would use too much of the client's paid time. Maybe once a month? I could imagine maybe a questionnaire that the client can fill out outside of session and submit, and then it would be up to the client to bring it up in session if they want to, or the T wold ask if they would like to discuss it in person and accept 'no' for an answer. They would still have the questionnaire result.