No, a therapist should not judge you at all, or push their opinions on you. I think it sounds as if your therapist is being extremely unhelpful. You know what is best for you - your therapist does not have to live your life. She can have her own opinions in her own free time, they don't belong in your therapy hour.

Sometimes affairs end in a mess, sometimes they don't, and there is nothing inherently self destructive in an affair. (There can be such an element, but it's not necessarily there). It is good that you have something that gets you out of bed in the morning. And society is, in general, moving in a more tolerant direction, where outdated morality doesn't govern people's personal choices.