This sounds very wrong. Once is a nuisance but understandable; twice is a ruddy pest.... How often has he cancelled?
I once went through PTSD therapy at St George's in London. At the time they were the only specialist therapy facility for PTSD in the country. The Therapist I would see was a Forensic Psychologist. He told me before we even made a start that some weeks he might turn up late and other weeks he might cancel, due to being called to court. Anyway, every single session he was at least 35 mins late; twice he cancelled on the day and the last straw came one day, when I waited an hour for him, but he didn't show up. I never went back
Basic counselling training stipulates how a counsellor should conduct themselves with clients; being late, cancelling or forgetting what you last spoke about, are all top priority no-no's. IMO, the more qualified a therapist is, the less likely they are to follow the basic golden rules of relationship building with a client.
This is a real pity, considering how much you benefit from the sessions. I hope you can put this aside. You have enough to contend with without having this bug the brain! Although, I would be livid and would ruminate all night about it, until my frazzled brain could take no more!