I don't have a lot of knowledge about DID, but I'll still give my two cents on this.

From what I understand, DID is most often caused by trauma and your alters are there to protect you. You could look at this as a coping mechanism.

Self-harm is also a coping mechanism. I'll talk about that because I know it better. If somebody is self-harming, the therapist should not tell them to stop doing it. Instead, the client should learn that there's different coping mechanisms and how they work and with time, those coping mechanisms should hopefully be preferred over harming oneself.

I think with DID it's similar. I think it's possible to 'combine' your alters into one being, from my limited understanding. But I also think it should be done after extensive therapy, if at all. Otherwise it's like with self-harm: you suddenly lose all your coping skills and are left with nothing. This usually does not lead to a healthy being, rather what usually happens is that those people find alternatives, for example eating disorders. I don't think it's wise to just jump into this after a couple of sessions.

Especially if you're not certain yourself. If you're happy the way you currently are or even if you just want to get to know your alters better before doing this, that's perfectly reasonable and normal. I also agree with Amyjay that this therapist knows far too little about you to help you integrate all your parts in a way that will be good for you.