Could you say something to him like, "I know you're not willing to change your position on x, but I need to talk more about why it bothers me that you won't." (Or, "I'm not asking you to reconsider x, but it still bothers me." That way, you can get the feelings out but not seem like you're asking for it again. Because if it keeps bothering you and you don't bring it up, that can drive a wedge between you and affect your therapy.