I used to be like this for the first 6 or 7 months of therapy. It wasn't surprising, as I never show any kind of emotion usually. But I still feel them, and actually know quite well what I am feeling.

My T never pressured me to be more open or anything like that. He just went with it. Sometimes he asked what I am feeling right now, and if I said "nothing" that was fine too.

I don't think a T should feel this is weird. A lot of people are like this. Some take a week to trust another person, some take years. And both should be fine. What always helped me was thinking "well, even if he thinks my problems are not that bad, it's his job to be there for me if I think I need it, he has to deal with his emotions on that not me".