I don't think not talking about your (perfectly valid) feelings in therapy is playing it cool; I think it is a huge missed opportunity.

For what it's worth, I think it's inappropriate for your therapist to even consider doing this if she knows you work there. I also think she told you that she is considering it because she wanted to gauge your reaction. If this makes you uncomfortable, now is the time to speak up. It has the potential to get much worse if you don't.