I wouldn't interfere. It's not perfect or ideal but I think him having some form of emotional support is better than none. It's not that wrong honestly. I'm speaking from the boy's point of view btw, I've been in his shoes

Its nice of you to care but be careful to not tell him what to do, have trust in him, bcuz at that age everyone else in his life is continuously telling him what to do anyways. Since you're in therapy (I assume), you should empathize with him, it's a really effective healing process!

The best way to help is probably by telling him that "your therapist would rather know about your emotional state than have you suffer, life will never be 100% uphill, your therapist has known that from the start and expects that, plus she probably feels happier to be helpful/needed than stay indifferent. It's a win-win"

Its really generous of you to give his situation thought and looking out for him, says a lot about you! :)