No, it is not normal or appropriate for a psychologist to make such a statement to a client. Telling a client that they are surprised they are still alive and questioning why they can't apply coping skills can be harmful and detrimental to the therapeutic relationship. It may exacerbate feelings of shame, inadequacy, and hopelessness, which is the opposite of what therapy should aim to achieve.
Therapists are trained to provide support, empathy, and understanding to their clients. They should create a safe and non-judgmental space for clients to explore their feelings, thoughts, and difficulties. It is essential for therapists to be compassionate and supportive, especially when clients are struggling with mental health challenges.
If you feel uncomfortable or distressed by your psychologist's statement, it's crucial to address this with them. Openly sharing your feelings and concerns can lead to a more productive therapeutic process. If, after discussing your concerns, you find that the therapeutic relationship is not improving, or you continue to feel uncomfortable or unsupported, it might be worth considering finding a new therapist who is a better fit for your needs.
Remember that finding the right therapist is crucial for the effectiveness of therapy. Not every therapist will be the best fit for every individual, and it's okay to seek out someone else who you feel more comfortable working with. The therapeutic relationship should be built on trust, respect, and empathy, and you deserve to have a therapist who treats you with the care and understanding you need.