To be afforded privacy. To be free to report grievances regarding services or staff to a supervisor. To request a change in therapist. To request that another clinician review the individual treatment plan for a second opinion. The same areas of legitimate limits to confidentiality exist online as much as they do in the real world.
People share computing resources all the time.
2.1 billion e-mail messages are sent daily by U.S. users. Unless you are doing so from your place of employment, interception of your e-mail by an unauthorized user appears to be an incredibly small risk.