Short Answer
No
Discussion
It is not appropriate for a leader to put “Service Member Refused To Sign” if the Soldier was never presented with the counseling. If a leader writes a statement like this in the DA Form 4856 they have falsified a government document and placed their integrity in question. If this occurred the issue should be brought to the attention of Chain of Command. As it is most likely punishable under the UCMJ.
I would recommend the following steps:
1. Obtain a copy of the counseling
2. Determine the date of the counseling
3. Determine if you were present for duty on the day of the counseling. Perhaps you were on leave, pass, or even on a detail away from the unit.