I'm so sorry my therapy ended abruptly because of my Erotic Transference. It was very hard. I cried a lot and wrote about it here. There's nothing to do but just let the pain come and grieve the loss. You are entitled to all of your feelings. I read a while ago that losing a therapist is second to losing a parent for a lot of people. It's ok to be sad. I hope that you can find something that works out better down the line.