As others have indicated, the expression of feelings by the therapist all depends on context of the therapy. Everyone's therapy is different.

Although even in the "right" context that expression can be quite jarring - especially if we aren't used to hearing it, aren't expecting it, or contradicts our internal feelings of worthiness etc...

When my therapist has told me that he cares about me, or has caring feelings for me, I have totally freaked out in the past.

I would definately talk to your therapist about this. I'm not saying that *you* are freaking out, but sometimes a good freak out can be therapeutic gold.