For what it's worth, I've cried every week for the last two or three years with my T (maybe with an exception once or twice but pretty much each time) and I've never felt like I'm not making any progress or am not being helped...
It's not her place to say such things, she doesn't know you or your therapy at all. I hope it doesn't take away from how you feel about things, in my opinion crying each week is just fine and doesn't say anything about the therapist either.