Since children have very limited experience, I think it is important for them to know that their feelings are valid instead being discarded. This makes them understand their own feelings and build empathy for others. Otherwise you are basically teaching the kids other's feelings are invalid or not important to be acknowledged. Think of it as model training to build empathy and understanding.
Some of divorces happen because one partner thinks the other partner's concern is not "big deal".
The goal is not to teach what issues are critical and what is not. This they will learn over time. The goal is to teach them empathy and you show it by example, showing empathy to their concerns - big or small.
It is not exact words to memorize. It is about what attitude you bring to your child.
If you really try to understand the toddler's sadness, you would realize that something important to her has been lost and instead of disregarding it as unimportant (for an adult), you would help her to find, make her understand her emotions etc. This is more about being empathetic and not about the right words to use. In case of psychologists, they are giving example phrases - doesn't have to be exact as long as the spirit of those phrases are maintained.
Obviously being as asshole doesn't help, but most of the times children of assholes tend to be assholes due to the same reasons.
That's why it's important to affirm your toddler's emotions. Even when it seems like a trivial event to you, their feelings and emotions about that trivial event are anything but trivial. And teaching them that feeling their feelings is silly or irrational will instill that belief in them for the rest of their lives.
Would be good to know for what they are going for therapy. Many people go for therapy for different issues. The parent post mentioned about empathy issues. But not clear what issues you are mentioning here.
Maybe that’s a topic you could dive in deeper on your own terms, then? And stay curious!