Sounds seriously unethical to me!

Hang in there (((((((( silenthill )))))))) things will and do get better. Maybe your T meant that you need to acknowledge that feeling of wanting to end it all. But learn how to manage it and come through it. Or it could be that your T was trying to show you that she/he understands how much pain you are going through. It is certainly worth clarifying next time you see her to find out exactly what she meant.