Certainly I'd talk about anything with a platonic (female) friend. Platonic comes from Plato. himself quite a talker about various subjects including sex. I think your therapist has some problems. I hope he's in therapy. I guess you should be also, but with a different therapist.
i have alot of plantonic friendships with guys, and we talk about those things alot anyway. go for him, if he doesn't like you, then you're moving anyway