It's not unheard of. In general, no matter if the T's gender is opposite or the same, it is not a good idea to add physical contact when there is any romantic or erotic transference. It may only increase it and create an extra painful situation for you.

On the other hand, if you feel you can handle it, the next step would be to bring it up and have a discussion about these needs with your Therapist. It's tricky. I don't know how it works with opposite genders but I do know the boundaries are kept a bit tighter...especially if T and client are closer in age. If there is a 20+ age gap it may be a different story...