I wonder if you're projecting some of the feelings of grief and upset about termination on to your therapist to help you manage the intensity of the leaving. And feeling guilty to mask your longing to see him again. It's hard to leave a supportive therapist, even if you feel like you've made good progress, doubly so when you're depressed due to some reversal. And if you're imagining a social interaction to ease your discomfort, because therapists and clients don't really go on to have any social contact except in extraordinarily rare cares.

It sounds like you're not quite resolved yet, because you've been suffering, especially with the difficult recent events.

I hope you find some peace.

Perhaps you feel it's best to not go back, and if so, I respect that, but if you're struggling with a deep, unexpected depression, I wonder if you might find it helpful for a bit, or even to have a session for closure and to cement your gains so you feel a bit better about closing the relationship.