I agree with you. I don't think a therapist should tell you that you "can't" do something. People have a right to self-determination. If whatever you do is truly life-threatening they can sometimes force you to go inpatient, but most self-harm is self-harm...not a suicide attempt and not likely to kill you.

Regardless of what he says, it is still ultimately your choice if you "obey" him or not. I'm with you, if a therapist told me not to do something, that would make me want to do it all the more.