Mine wouldn't LET me cry. I'd cry for perfectly normal things too- like my grandfather dying, or dissociating, or having a flashback- since being in an office-type setting was a trigger. She'd just be like "Stop crying." in a really weird... critical tone. It was hell. And then she wouldn't let me leave when I wanted to. I pretty much learned from her that I'm not allowed to cry- it's hard enough when you're already internalizing everything and feeling like you're not allowed to have feelings, but the place where you're supposed to let these feelings out won't allow it? That was triggering in itself. I think it's important that the therapist ALLOWS you to cry. They can just sit there and watch for all I care, but as long as they don't tell you how to feel- ("stop crying" does that) which invalidates you, it's okay.
It's perfectly fine to hide your tears though and save them for somewhere else. They're your feelings, and your emotions. It's NORMAL to not want to open up your feelings to somebody else, and leave it for where you feel safe; but I don't think your therapist would judge you if you let your feelings out during a session, or saved them. (Mine did, but she was a Cruella De Vil/ Wicked Witch of the West and I'll bet you're not with her!)