Should we keep seeing this therapist?

My boyfriend and I decided to go to couple's therapy because we haven't completely gotten over some things, and it stops us from enjoying our relationship to the fullest. We want to let go of pain (especially me, I'm pretty much the reason why we're doing this) so we can be together freely.
What happened is that I caught him masturbating to FB pictures of girls he knows. I know some of them too. One of them is my best friend. Another is a girl who kept trying to break us up and gave me a lot of crap. This is especially difficult for me since I suffer from anxiety, frequent anxiety attacks and depressive neurosis. I am planning on beginning individual therapy in June, I already chose the person.
This therapist, nonetheless, gave us a weird experience. First of all, after we told her the main issue, she told me 'well he's Latin, that's what Latin men do, they look at women and they get turned on'. First red flag for me right there. Second, she added that 'she had bad history with East-European women' (like myself). She's US American. But is that a professional thing to say?
Third, she put all the blame on me, adding that I am not letting my partner BE A MAN. Since when does being a man mean doing what he did? Even he agrees it was wrong and it's a habit that stopped because it made him feel bad about himself. She mentioned that it's up to me to change my perspective, not up to him to change his behaviour and that the problem here is MY INSECURITY.
She barely listened to my explanations most of the time, insisting she's right without even giving it some thought. She added that if I was not willing to see things from a different perspective, she doesn't think we can work together.
I literally cried all night after the way this session made me feel. Now, I feel that if I don't agree to keep going it will be my fault for not cooperating in order to fix our problems.
Should we keep seeing this therapist?
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