I saw a psychiatrist for a year many years ago as a supplement to my therapy. When asked on my first appointment, I signed releases so they could speak to each other. I thought just the fact that they were talking "behind my back" evoked some feelings from childhood about overhearing my parents talk about me. But of course this was different. Sometimes the uncomfortableness is not a bad thing. If I were never uncomfortable I wouldn't make any changes at all.

I'd be surprised if you didn't sign a release, that they would be so sloppy to talk without having you do so-- though I suppose it could happen. They also do not get paid for talking to each other (I think, could be wrong) so any conversation would likely be limited. Perhaps your psych thinks s/he needs to relate to you more and hence your T mentioned some things that you are into. I would not get wound up about it if I were you but as with everything in therapy, talk about it.