So he asked you stuff like that before he knew about the sexual transference?

It was inappropriate of him to ask questions like that at any time.

However - it sounds like he stopped the moment he realized just how infatuated you are with him. This was the correct course of action for him to take. It seems that he's realized that talking about things with him is only making it worse for you.

Honestly, I'd look for another therapist to try and work through this infatuation with him. It would let you talk about things, and it wouldn't be reinforcing them as you wouldn't be talking to him or imagining him wanting the same things that you want.