I don't feel it is unethical for a therapist to mention this one time if the therapist believes mentioning it can potentially lead to some positive result. But if it's just a comment that doesn't come with some specific suggestion for how to "address" the concern (perhaps some specific therapy technique, for example) then it's just idle speculation that, to my mind, just potentially adds to the client's confusion, as it sounds like it has in your case.

I think what would be really unethical would be for the therapist to keep bringing something such as this up over-&-over when the client has no memory of such a thing having occurred & the therapist has no suggestions for how to get at the objective reality. Plus I think one has to be very cautious about this sort of thing. Current research into the functioning of the human brain is telling us how easy it is to plant memories in peoples' minds regarding things that never actually occurred.