It's an effective threat, she's a little impressed. And he holds to it, even though she starts being extra dirty and wearing nothing at all to bed. That's less impressive and more disgruntling - is she that easy to resist? - until she catches him jerking off at 3am.
She lets him win after that, lets him make the stupid appointment with the stupid therapist (because she doesn't want to be her mother, who threw away every good thing she ever got) and swears she'll go if he'll just fuck her already, god.
He does, really well, so she might even keep her promise.