Hmm..He drives you crazy when he does that, but, at the same time you find it adorable..

To me this kind of playfulness has no place in therapy and constitutes unprofessional behavior. I wouldn't spend a tiny bit of my time and energy trying to understand why he does what he does. Instead, I would try to understand how I feel about it and if I find this behavior acceptable, which I wouldn't.

This kind of behavior on a part of a therapist creates unconscious interpersonal power-play dynamic between a therapist and a client that interferes with the work, because it makes a client preoccupied with a therapist instead of focusing on her own personal material she needs to work on. This is one of the things that contribute into making transference unnecessarily intense and destructive rather than helpful.

Frankly, it sounds to me like he is enjoying his power over you when he does that, which I find disgusting, not adorable at all. And since you find it adorable, he may pick up on that, which encourages him to keep doing it.