I used to be the same with my Psychiatrist and/or T. I'd feel like killing myself, feel like I simply couldn't survive anymore with these feelings and call them for help. Every time they explained they couldn't prevent me from doing it, only I could prevent myself from taking those steps.
At the time I'd get so hurt and angry - it wasn't what I wanted to hear at all! I wanted hugs, to be told I wasn't loosing it, to be told there was some point living. In short I wanted sympathy and validation by somebody I perceived to be in a position of authority. It's taken me years to start realising that the only way to battle this is to stop running for a 'validation fix' (or pity party as Anthony says above) and to start doing the really hard work needed so that I can see myself as being a valid being with no need to self-loathe to the point I beat myself up or try to kill myself.
Don't get me wrong, I'm not all the way there yet. Some days it's too strong and overcomes my coping mechanisms - then I call the Samaritans and/or try and distract my self to hide from the dark thoughts until the worst of the mood has passed.
It's not easy and you have my understanding. There is nothing that can feel more hurtful than having someone you trust, who you put faith in, close the door on you. Your T obviously has faith that you have the strength to cope with this and that you have made enough progress to be able to start to manage your emotions. I know you won't think of it as an achievement right now, but the fact you are not in hospital or worse now really says a lot about your resolve in a positive manner.