In my state, licensed counselors are professionally bound and required to notify appropriate authorities (cops, hospital, doctor etc.) if they consider there to be an imminent and significant risk to the safety of the patient or others. (As any responsible person should, by the way, not just counselors; ignoring warning signs is irresponsible.) The situations in which a counselor can and must call the authorities will be clearly listed in the agreement you sign before receiving counseling; it's fairly specific and narrow, and generally talking about suicidal thoughts is nowhere near enough to trigger such a call.
Your therapist did the right thing. To be honest, you had opportunities to avoid the outcome - you had implied that you were going to kill yourself, and if you were not going to harm yourself then you merely had to placate him and say something like, "Sure, I promise I'm not going to harm myself," and you would have been left alone. If you genuinely were thinking of harming yourself and couldn't make such a promise, then of course you should expect professionals who are responsible for helping you to do their best to help you.
Many therapists have dealt with the actual suicide of a patient; it's traumatic. It's not a subject they take lightly, nor is it something we, as patients, should take lightly either. No crying wolf when it comes to suicide. No games.
Sorry I can't side with you on this and say your therapist was wrong or heavy-handed. He did what he thought was best - even went out of his way to look out for you - and it sounds like the safety protocols worked as they should. That's a good thing.
Please get the help you need.