I think it would be good to talk about this with your therapist. I am actually surprised your therapist talks to your dog that way in front of you, not least because you are paying for her to focus on you during this time, and I don’t see how she can do that if she is asking her dog if it is ok. It seems a very unnecessary distraction.

My therapist has a dog he has brought in at times, but he doesn’t spend my session time talking to it.