Dan wants to know why we identify with Tony. It's because the writers have made Tony a very sharp, and more importantly, a very engaged "everyman/woman." By this I mean that Tony registers many if not all the emotional cross-currents his life takes and does his best to grapple with them head on. We should applaud Tony's reportage of that really upending dream to Jennifer and cheer his confrontation of her. After all, Tony's furious denunciation of Jennifer and the treatment is by itself a remarkably penetrating and honest account of his therapeutic progress and lack thereof. (Even better than if he'd been able to work with Jennifer's effort to interpret his self-image as a "sad clown.") Yet at the very same time, it is an enactment of what we call "the negative transference"—he is authentically bringing to life the hostility and outrage he feels toward those who should have done better by him—his parents and his therapist.
(Looked at another way—and here I'm being more forgiving of the treatment itself—we could say that Tony has absorbed Svetlana's excellent interpretation of his cowardice, and it has shamed him, and his solution is to look for aspects of weakness in himself and get rid of them by cutting off the treatment that exposes this vulnerability. Kinda like shooting the messenger. Not the operation that's needed, but the one he would inevitably choose, like ordering the destruction of the painting of his beloved dead horse so he won't have to see it.)
Jennifer once again shows herself to be undereducated, undersupervised, underanalyzed, and all too human like the rest of us. She fails to recognize that Tony needed to have his criticisms of the treatment taken seriously instead of pooh-poohed defensively. If she had been able to master her own longings in relation to keeping and/or curing him, she might have been more open to hearing and responding constructively to his disdain for her and more importantly, to understanding his self-disillusionment vis-à-vis the part of him that was engaged with her in self-exploration. The point is that Tony was terminating with the therapeutically reachable part of himself as much as or more than he was terminating with her, and that was the real tragedy of the termination. His decision to quit therapy is as if to say that he no longer believes in his own capacity to grow further. This, in my view, could seal his doom. Of course, Tony gets the pleasurable "kick" of turning his rejection by Svetlana (probably, by the way, a stand-in for Jennifer and in general for the idealized mother) into a rejection of her via terminating so "tenderly" with his therapist. But his final dream shows that unconsciously he's still in thrall to a powerful, nurturant female figure as his fantasized savior.
So, you're starting to give up on Tony, Glen? I'm kinda hoping it's a negative transference that can be "worked through," either with Jennifer herself or a substitute. Stranger things have happened.