Why not ? What you describe seems to have all happened rather suddenly, from meeting to pregnancy --- it sounds as though you were anxious to get pregnant from the moment of meeting --- usually, one doesn't discuss wanting a baby upfront when first meeting someone. Didn't you two take precautions against an unplanned pregnancy ? Or was it not really entirely unplanned ?
From your description it sounds as though he has behaved decently, and has been supportive and respectful towards you. He was also right to recognize that an abortion is traumatic for both partners, and the feelings of both of them should be respected. I think that joint counselling, if that is what you both want, is wise. It is nonsense for the therapist to say it is unethical for him/her to see both of you together. That's ethical nonsense. Yes, if your interests are widely different and your relatonship is hostile and in serious conflict, it might be best not eb be seen together, but in helping a couple deal with a serious loss they shared, there is not an ethical rule known to mankind which says they may not be seen together.
Maybe see another counsellor together. If in the course of that counselling issues arise where a wise counsellor thinks it would be better for you to each have individual sessions, this can sometimes be done by the same counsellor, but it would then not be unusual for the counsellor to suggest that one of you see a colleague.
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