I'm not sure it's actually in your best interests to give in to the compulsion during therapy. Seems like it could just intensify your arousal in general when talking to her to sexualize the encounter. It sounds like you have some sort of fantasy around this and I don't think it is appropriate to act on that given your therapist is not a sex worker. Just because something is somebody's way of self soothing does not mean it is automatically good for them. I don't really understand why your therapist conceptualizes compulsions that way.

Edit: Maybe try sitting on an ice pack or something.