I've had this happen a few times and I do think it's a little strange. Obviously, I comply, but I really don't know why they like it that way. I've wondered if these are guys who have trouble climaxing, so the countdown puts them on a deadline of sorts. Or maybe it's the opposite and it forces them to last longer.
As strange as it sounds, the more you please the client, the more likely they will spend more time with you. Additionally, the more you please the client, the more often they will come back to you, make you as a favorite and pay you well for playing the count down game with them.