Thanks for clearing that up for me as I didnt want to reply in the wrong way. I think it's understandable to be anxious as it can feel vulnerable to tell someone how you feel about them and wait for their response but considering your T cried at the thought of loosing you as a client I think shows that he really does care about you and in many ways it's likely he knows a lot of how you feel for him, as Transference and attachment often happen in the theraputic relationship.

May I ask, what you would like to get out of telling your therapist about your feelings?