They did you a favor! There is no real danger to the dental professional. The danger of having dental work done, while you have an active cold sore is to you, the patient! A cold sore is a virus..HSV 1 (oral herpes). If the dental professional works on you the danger is that the cold sore will rub against their gloves and by touching areas of your face the dental professional could accidental SPREAD the oral herpes all around your mouth or to your eyes or nose...cause you MORE cold sores to appear on different areas of your mouth, nose, or eyes! So you never ever want to go in for any dental work (even a cleaning) if you have an active cold sore. When the cold sore has dried up or gone away then it is safe to have work done.
PS never have eye brow/ facial waxing or plucking when you have an active cold sore also. Again the cold sores could spread around your face causing you more painful sores. Rule of thumb is to never have anyone work on your face/mouth while you have any active cold sores so that the person doesn't spread them around your face more.