Are you talking about situations where your therapist is also, say, a member of your church group or volunteer organization or a class or something?

I've not found myself in such a situation, but I do think it would make me very uncomfortable. I think I'd either find myself trying to constantly avoid my T in that other setting, or I'd latch on to her as a "safe" person, and then feel guilty about it. I'm sure my T could handle such a situation just fine, but I don't think I could. Mostly due to my own anxieties about social situations. Plus, the groups that I'm part of are "mine" and I don't really want to share those with T! Fortunately, my T tries very hard to avoid dual relationships, and our interests are such that it probably wouldn't happen.