Idk if this will be helpful...
My T actually said no to a request kind of like this once, after discussing it and some careful consideration. It was something that had been really difficult for me to ask for, and it definitely felt like rejection.
But he was right that it would have been harmful for me in the long run.
Other things he's carefully considered and discussed before agreeing to them.

And I try to reframe it (rolling my eyes at myself as I say this, sorry) as that it would be easier to just say yes to whatever, but that he cares enough to not just do the easy thing without thinking about it.
He actually stops to carefully consider it. Because sometimes what I want isn't the same thing as what I need (and the nature of therapy, or at least my therapy, is such that I'm agreeing to follow his judgment on these things to some extent)
And, because I definitely have serious parental issues and transference, thinking about parenting styles too. A good parent won't just say yes to anything their child wants. A good parent will consider things first and is willing to say no sometimes, even if it's something their kid wants, because they care about their child's best interests. It's out of love.

I still felt rejected and cried though lol