She may have been wanting to reassure you that you can be honest about how badly you're feeling, and even let her know you are feeling suicidal, without her freaking out, immediately calling 911, or some such thing. It's not uncommon to have some thoughts along those lines during depression or other difficult times, and it could be she wants to normalize it to a degree, while also addressing it.

Does your T offer out of session contact, or regularly say things like "Give me a call or text if you need to," or anything like that? If so, she may be assuming that if things went downhill for you, you would contact her.

Did you want her to ask you more about it because you feel scared and unsafe now?