I am not a doc, but have spent a lot of time in OT with my daughter who was premature. This situation is a double edged sword. Sometimes in the NICU clinics they only have certain docs/therapists with certain specialties. We were told everything was a-ok in our nicu clinic after having seen a PT and a speech therapist. I thought certain things DD was doing were odd, and talked to my ped who referred her to OT (OT was not present at the NICU clinic visists). OT was what she really needed.
On the other hand, there shouldn't be so much concern over not walking for an 11 month old who was 11 weeks early. Did the PT realize she was 11 weeks early? Typically they use adjusted age until 12 or 24 months...sometimes longer if there are issues present.
My advice would be to talk to your Pediatrician about your concerns. Tell him/her about the nicu clinic and the OT/PT recommendations. He may be able to help you sort it out. And worst case scenario, perhaps have the pedi refer you to another group of therapists. Weekly vists after the first couple of visits are typically reserved for kids with serious issues, not those who are doing really well. Now granted, she may be doing so well because she's had so many visits, but perhaps it's time to cut back on the visits and try the excercises at home and see how she does....but talk to the pediatrician about all of this first and get his/her thoughts.
Hang in there!