I've never had a psychiatrist or therapist ask me to participate in student training but I would say no.
For medical services, I used to always say yes when asked if a student could question me or sit in. I even let a new student who never touched a patient 'practice' eye exam procedures on me once. He was a friendly guy and they were very nice, so I didn't mind.
Since then, I've witnessed a senior clinician teach a student poor practices (not capturing an adequate history etc); another time, to disrespect my participation in decision making. So it's become somewhat triggering for me, so I've decided to no longer participate in any such thing. The trigger is feeling objectified.
What is really triggering is that
many do pelvic exams on women who are under anesthetic without their consent.
Pelvic Exams On Anesthetized Women Without Consent: A Troubling And Outdated Practice
https://onlinelibrary.wiley.com/doi/...111/bioe.12441 (original article)
Beware of medical practice and ethics (lack of). Once too trusting, I've learned the hard way.