Discussing feelings with my psych

G'day, this is my first post to this forum and I hope I have the right section.

I'm after some advice. I'm seeing a psych for long term anxiety / depression. In our last session we were talking about difficulties expressing emotions. After some open discussion I found myself becoming sexually aroused. My psych can read my facial expression much better than I can sense my own internal state; she saw that I was embarrassed about something and asked me to express it.

It was towards the end of the session so I didn't end up saying anything. I found it embarrassing and was also worried about how she would react.

I can imagine that this is probably not something that would worry an experienced psych and it's probably a natural outcome of being so open with someone. On the one hand I find it embarrassing to talk about but on the other hand I wanted to express it. I don't expect anything to "happen" of course.

Would it be appropriate to discuss this sort of thing? Is it something that a psych would take in their stride and possibly even expect? Or would it be inappropriate?