It's totally fine if it's not your style, and at the same time I think it's important to remember that different things work for different people, and a good T should try to help their patient/client in the way that's most helpful for them.
There's no right or wrong way to do it. If you're communicating with your therapist so that issues can be addressed, that's the most important thing.

The difference between posts on here and therapy is that people here are not under any obligation to provide time and support and emotional energy, and any amount that they do is a kindness. A therapist is being paid to prioritize effectively meeting your needs during that time.