I think its best to tell your therapist. You said it yourself, nothing imminent so s/he will take it as an opportunity to talk.
Many years ago in therapy I talked with my previous therapist about this. I think I scared her when I said thinking about it "was comforting." I spent decades thinking such things every day, all day. I came very, very close once, and maybe "close" again twice more.
Several months ago, I refined the idea of being comforted. Thinking such things served a purpose: it reduced the anxiety, it calmed me down. On those occasions when my mind was racing and my anxiety was through the roof, it cleaned out my mind and brought me down…to a really shitty place mind you, but it did calm me.
It's like it was a really piss poor version of grounding. Not the kind I would ever recommend.
I didn't realize it, but over the past several months, I've had relatively few such thoughts. (And I need to take that up with my therapist. She would appreciate the good news I think.)