I'm sorry you are feeling so upset about being told no. I am impressed that you asked for what you want/need because I know how hard that can be. Do you feel comfortable telling your therapist how their response made you feel? That might useful therapy material, even if the answer remains no.

For what it's worth, going twice a week is not unheard of in the U.S. (I have done it myself.) So even if your therapist isn't willing to increase your session frequency, it was not an unreasonable thing to inquire about.