1) Are you about to have your FINAL session? If you are about to terminate therapy, then your feelings may also be related to a previous, difficult separation. You may still have some unresolved issues, but you will have to ask yourself some hard questions to figure it out.

2) It is a one-way love. I also liked my therapist (male) more than I expected. I am married, why would I fall in love with another man??
At the same time, I also knew nothing would ever come of it and I knew that if something DID come of it then it would be much, much worse. So, it was safe for me to have romantic feelings for him, no harm if he does not have feelings in return, right? It was still a big obsession, getting in my way.
The deep, emotional connection that you feel? I know that feeling. But, the therapist does not have this for us. The good, ethical therapist does not have emotional needs that are met in relationships with clients.

If your therapist is ethical, then she will graciously but firmly refuse your offer of friendship or romance. I warn you - It will feel horrible to you, like one of the worst rejections you have ever experienced. Even though I did not make this offer to my former therapist, I did confess my love. When he left for another job, I experienced very deep grief at the loss. I've been working with another therapist - a female this time - to unravel the feelings and the pain.

If she is not ethical, then you have a very serious problem!