In my experience you can't really "do therapy" and end therapy at the same time in the type of situation you're describing. It's a premature termination and I don't really know how to deal with it either. I didn't deal with it well. I lived in denial and it kind of hit me a couple of weeks before he left. It is very painful. I don't think you have anything to feel guilty about though, but I do understand we can't always control how we feel.