That sounds like a very stressful situation. You didn't say how long you've been seeing your therapist, but I wouldn't be surprised if she knew you were gay for some time. She's certainly never going to bring it up herself. She's waiting for you to bring it up when you are ready.

I just started to make a list for you along the lines of "What's the worst the could happen if you told her?" and then it hit me. You can't tell anybody you are gay, because if you do, it will oblige you to do something about it. You'll have to confront and deal with a bad marriage, family, and friends. Revealing who you really are opens you up for all kinds of new things to face. I apologize if I'm way off-base here. Good luck!