You weren't dumb. You were/are being smart. It's always good to have more options or you'll feel that you settled.

It does sound a lot like mind games I play with myself, but the way I settle things like this is to err on the side of putting everything out there--sort of like lancing a wound. If therapist #1 has an issue with seeing #3, it's good to know that now because that's not a particularly professional way to respond. If #1 is fine with that, then it only strengthens the relationship.

Mostly though, don't beat yourself up over doing something that was (and is) in your best interest (getting a good plan with out of network options).