Working from a psychoanalytic or psychodynamic orientation does not forbid or preclude the T from showing emotion. It does orient the T from filling the room with their own emotions to leave room for the patient's emotions but that's a different story from reacting emotionally, if appropriate.

This incident seems overall like an important thing to discuss. The question about why did she not laugh when you saw her holding it back, sounds quite relevant and appropriate to me. On the other hand the question of why you are trying to be funny in therapy seems important to discuss too.