I'd probably entertain it. Around here there are a few therapists who do "nature therapy" that involves all kind of outdoor experiences. Might be worth a try if both you and therapist think there could be something therapeutically valuable about it. Probly not just for kicks. Maybe being outdoors and shared activity would create a different therapy experience that helps get to something harder to get to through sitting in a room talking.

I think the changing part would weird me out a little. There's an intimacy there that might knock me out of the therapy zone, maybe?