Sasha.
You say you have a good rapport with your therapist. I don't see that you should have any problem telling her. The only thing holding you back is you.
Therapist have heard it all before. Please don't think you should be embarrassed.
Anything you say in therapy is privileged.
I do remember the first time I spoke to a psychologist and said I dressed in women's clothes. At that time I was distinctly DRAB and I did feel uncomfortable. But I was there for help and not opening up was not going to achieve anything.
You are not doing anything wrong just different.
Good luck.