They try not to, and when they do, they try not to show it. But it does happen.

They can't watch someone cry for years on end without forming some kind of bond. (Unless they're psychopaths, and then they shouldn't be a therapists.)

However much therapy they've had, they can always be triggered. There will always be a patient who reminds them of someone they've loved and lost.

And I bet they hurt just as much as we do.