This is therapy, not a friendship, and you should not have to say things the "right way" to be heard. I think it's better to just express yourself directly: "It bothers me that we never start on time. I feel like I'm not getting my full session."

Also I would not mess around with the "what can I do to get you to start on time" approach mentioned above. You are not responsible for other people's behavior, this is her problem to figure out.

I'm always on time and I hate it when people are routinely late, I find it really disrespectful. Especially if I'm paying them.