I can't speak from experience because I've never cried in session but I did see a video by a psychologist a while back that stated therapists do not or should not comfort a client when they're crying. The reason being is as stated by other posts that is something friends do. They want to comfort you so you will stop crying because they are not comfortable seeing you cry. So friends and family will comfort you not only because they care but because they themselves are uncomfortable.

The therapist is not supposed to make you feel uncomfortable and should make you feel that it's okay to cry so that is why they do not comfort you. Their goal is to just allow you to have the moment and be there with you witnessing the moment. To let you feel what you're feeling. Their goal is to let you cry it out and experience what you're going through rather than comfort you in order to get you to stop. I'm not saying I agree or disagree that is just where the therapist are coming from.