I agree with Jocelyn, that above and beyond your client understanding the cancellation policy is trying to find the real reason. I would have a discussion with your client and see if there is a barrier preventing him/her from attending the next session. Family, time constraints, and stage of change can all be factors. It could be that your client is just not ready to make a change, but having a conversation will allow you to come up with solutions to overcome any barriers.
In addition to a conversation, I would send confirmations to the client prior to your sessions. It’s also your time, your effort, and your business that you need to focus on as well.