No. My ex-t just went ahead and told me all kinds of things she shouldn't have told me, without any warning. It was all so wrong. So, a t saying, "I shouldn't be telling you this," is a clear indicator that the t is aware they are about to say something wrong. What follows could be something trivial, but, the fact that such a phrase leads the client to believe they are special is in and of itself wrong. I'd probably freak out if I heard that from a t.