I think that figuring out if, when, and how much cursing is appropriate is probably part of developing the therapeutic relationship. However, I feel like the therapist, more than the client, has a responsibility to gauge whether his or her language, and beliefs about how and when cursing should be used, are helpful or unhelpful to the client and to adjust accordingly. I am surprised that your therapist revealed what seems like a strong opinion about cursing and her relationship with people who do, as it doesn't seem like that sort of information would be helpful to you considering the circumstances. I can understand why perhaps if a client were being belligerent while cursing, a therapist might consider leaving the situation, but just getting up and leaving doesn't seem like an effective way to deal with disagreements about what level of cursing is appropriate or in any way helpful to the client.
I agree with expwoman - that cursing can actually be helpful at certain times and to a certain degree. I think that the client should feel free to express his/her beliefs and to not feel that he/she must censor himself/herself extensively. And if the client or therapist does have an issue with the others' language, I think that it should be brought up in a neutral, non-critical manner so that neither party feels like their preference is being judged. Those are just my thoughts on the matter anyway :).