I'm not comfortable discussing that in front of my fish.
A joke about group therapy --- but instead of a couple or a small group of people, this patient is getting therapy alongside all of his pets. The therapist is having trouble dealing with this difficult and preposterous patient, who deeply cares about his pets feelings about him: so much so, that he's worried about discussing particular topics that might offend his fish. While it might be appropriate to not want to discuss particular topics in usual group therapy with humans, the fish can't speak english.