I would have found that extremely upsetting. Extremely. I have only ever had female ts and none of them have ever asked such an intimate question. I would find it very inappropriate even coming from them, let alone a male therapist.
If i was in your situation I doubt very much I would ever be able to address it with the T. I would be filled with so much shame I would simply never want to talk about it ever again.
I am so sorry he made that comment to you - he obviously didn't realize what a douchebag question it was.
What are you going to do?