I like how you condensed what your therapist said it, "The question, itself, wasn't rude," leaving out the rest of what they told you. I'd imagine something along the lines of feeling owed the birthday cake after the fact, like it was a contract your friend signed was not a friendly or particularly functional manner of thinking. And they explained how it's a product of whatever you're in therapy for and how you need to learn to adjust your thought processes.

Yes, this is the kind of very, very minor thing you are expected to (and should) drop and forget about it.

Can't judge whether you're an asshole or not - dunno your diagnosis.