It really all depends. Where I am, it's legally safe to do so as they are mandatory reporters only for impending harm to others.
Outside of the legal aspects, there are still plenty of complications that can happen since therapists are people too and can have their hangups.
I would talk to them and ask them what they have to report, perhaps give some example and include bestiality as one of them and go from there. It can be hit or miss, it really depends on the therapist. Long ago I talked to a few when I was a younger man and there wasn't an internet where I could talk to others like me; one therapist was disturbed by the subject and did more harm than good and another who was very helpful. If you're comfortable with them and they're open to such discussion, perhaps.
Regardless of what one thinks of the podcast in general, the
Zooier Than Thou Season 3 episode "Get Help" provides some relevant information and I recommend giving it a listen beforehand so you're better prepared.