Well I think there are a lot of differences between therapy and dog training, because humans are different to dogs! But I do think your observation is interesting and I think you are right - therapists probably have to tread a carareful line between being supportive of their clients but without inadvertently reinforcing unhelpful behaviours.
The few times that I had episodes of SH, my T didn't act surprised or anything and didn't spend a long time talking about it. He was still nice to me as usual - but I think with hindsight that he was being careful about this. If he had shown a big reaction to SH then at some level that might have become an unhealthy way for me to communicate my pain and my feelings, rather than talking which is a healthier and less destructive way.