That is not okay. 1) He probably wouldn't be super excited to hear his therapist is telling other clients about what's going on with him, even if it were anonymous. 2) Who knows if she's doing the same with you. And 3) There's this result of a feeling of jealous for a client (you in this case). Of course you're going to be jealous, you're paying to talk to someone for a limited amount of time periodically and they're talking about someone else they work with?

The closest to this situation I had was my therapist saying "someone called the emergency line saying 'it's hot out...' I didn't know what to do with that." (There was context/it was related to a discussion), and then there are those "another client dealt with something similar by doing x" moments.

I don't really know what to tell you, but if that happens again, say something. If it still bothers you next time you see her, tell her.