That's an interesting reaction from your therapist but I hope it doesn't stop you from expressing whatever you need to in session. You should be able to express all your feelings towards your therapist.
I express my gratitude towards my therapist whenever I am feeling it in the moment. I also express admiration and love for him and he has never shied away from any feelings I bring. I say things like "I'm grateful for your support" and he just accepts it I guess. It doesn't feel uncomfortable.