I think you both did the right thing. Viruses are contagious, so it's reasonable for her to want to avoid that. Plus, if you passed it on to her, then she passed it on to other clients, that would add to the strain on processing tests because then they'd all get tested too.

ETA - Even before COVID, my therapist would let me know if she had a cold ahead of time and I did the same. In those days, we usually went ahead with in person. However, I will also note we seemed to get colds at the same time too frequently for comfort - seems highly likely we were infecting each other.