“I shouldn’t be telling you this, but....”

I'm not sure whether they have phrased it like that. They have said unusual things that they wouldn't say to everyone, but it was never inappropriate.

No one is the same, and in some cases it will probably be helpful to say things that are generally considered 'not done'. Pdoc has said 'Maybe it's a bit weird to say it like this, but..' and then he'd say something that was helpful, probably against all therapy and psychiatry books, and might have been harmful to say to other people.

I have a huge distrust of doctors and stuff (I'm a survivor of medical torture), a huge interest in medication (planning on becoming a pharmacist), and I have been suicidal for 4 years with literally more attempts than I can count.
If someone is planning an attempt, and their pdoc says that method wouldn't work, there are 2 options: either he uses a different method, or doesn't go through with the attempt - at least not today or this week. In my case it's often the latter.
Also, because I don't trust doctors blindly, I trust my pdoc actually MORE if he says there's a small (but present) chance of a medical or psychiatric working.
(My pdoc and doctors in general aren't the same in how I view them: I trust my pdoc to be honest and not intentionally harmful, I don't trust other doctors to be honest and not intentionally harmful)
Also if I know things like that I'm less likely to avoid a doctor or treatment.
Stuff like that.

No & if he did, it would make me feel really uncomfortable.

One time I asked if he even liked me. He said I like you more than some other people. I said What? He said I shouldn't say that ..nevermind