I'm not surprised at all. A lot of therapy is being able to admit undesirable/guilty thoughts, or not worry about if the therapist is judging you, etc.

It makes a lot of sense that you might be more inhibited in a room with the actual therapist, and more disinhibited if it's just over the phone, or looking at your laptop screen.

And therapy is just talk -- it's not like a doctor who has to judge your blood pressure.