I understand how you're hesitant to go in more often but needing to go in more often is very understandable. Most people I know in therapy go a minimum of once a week and its not unusual to do twice a week when doing really hard work.
But the thing I'm the most concerned about is how uncomfortable you are with having needs and expressing them. I say this because it's a very familiar feeling for me. It's perfectly ok and legitimate for you to go as often as you need to. I would try and talk to him about how you're feeling about this and ask if he meant "please don't come back anytime soon" He didn't, but it will help you to hear it. The toughest part about getting through this is that what you KNOW really doesn't do much good, it's what your experience that's important.
AG