Did your therapist actually say this?!? If so, time to move on immediately.

But, I'm guessing he didn't say this. The fact that you're a client to him and nothing more most likely means he's just saying what he's legally required to. There cant be dual relationships, so he cant say you're his friend without violating the ethics rules. Can you ask him if he is emotionally invested in you? Maybe hearing his answer to that will change your mind.