Hey,
I think many people do this at times to feel close to their therapist so you're not alone. I can't really do it because I see my T at her office at home and it may look like I was stalking her at her home if she seen me lol.
However, a few years ago I had to end with a T and as I had no other support, I went to the place I used to see her and sat outside crying. There was no one in the building as the service had moved to a new venue but just been there made me feel close to something.