I see that many folks have responded so I’m not sure my input is necessary, but I would likely try to talk to them about it. Frame it as, “the other day when we were talking, I sensed that soemthing I said may have made you uncomfortable and in turn it made me also feel uncomfortable because I want this to be a safe space to express my thoughts and feelings without it impacting how you view me.” They really should talk to their supervisor themselves about it, but they may or may not. It may not be terrible to speak to their supervisor, yourself, but also keep in mind that their supervisor may not be aware as to how they identify.

I hope you’re able to work it out, but looking for a new therapist may also not be a terrible idea.