Is it normal to be sad after a therapy session?

I did my first in person therapy session today. I have been wanting this for a long time as I know there are some things I simply need to work through. But I don't know. I went for anxiety social anxiety but she said it sounds like to her there is some sadness mixed either anxiety. She is hinting at depression. I don’t know. I’ve felt depressed before but I thought I was good now. Well not good but not depressed either. When she said it it just made me sad. I don't know why. I don't know what’s making my eyes well up about it but it is. Is this a normal feeling?
Is it normal to be sad after a therapy session?
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