There is a difference between being asked, "Have you ever had a girlfriend?" vs. "Are you an incel?"
If a therapist asks the latter, he's clearly aware of the concept. As a normie, he probably thinks very poorly of incels and thinks it's a cult / militant group rather than a state of being.
If ever directly asked if you're an incel, I'd suggest being disingenuous, like you've never heard the term. Don't confirm OR deny. Ask, "Gee, an incel, what's that? No, I've never had a girlfriend, is that what an incel is? I've never heard that term. Tell me, shrink, what is an incel? Are you saying I'm an incel or should become one, therapist?"
Make it sound like you're clueless about the phenomenon and put the onus on them.