I think it's fine to choose not to talk about something, but a lot of times it's the things we don't want to talk about that we really need to talk about. If I were you, I would bring up next session how you felt about yourself after her comment. I'd probably write it down if it was bringing up that much shame for me. Something came up recently in my therapy that brought up a lot of shame and I decided I didn't want to talk about it anymore, but instead I wrote about how I felt and why I wanted to never discuss this again and emailed him before our next session. It's definitely not easy to do, but it's probably what you need.