Honey, he has and is being so very manipulative. The whole point of 'grooming' someone is getting them to the point where they are too dependent / too involved / in too deep to either leave the relationship or speak out. This whole time his little comments have been grooming you to feel loved, accepted, special, and desirable... he has been gradually making it harder and harder for you to say no. He has been giving you too much of the good, so that it will override your sense of unease and sense of wrongness about what is actually happening.
This man should NOT be practising therapy. He has a lot of good points and has helped you in many ways, no doubt, but the things he is doing wrong will end up being far more destructive than ANY good he could do.

He IS actively working towards having a sexual relationship with you. Therapists who are not sexually grooming their clients do not say or act in the way your therapist does. There is no doubt about this.

He is a married man, and he is your therapist.
He makes you feel loved and special. He has already helped you in many ways.
He is actively and deliberately seducing you. Chances are you are not the only client he is doing this with. He may already be sexually active with other clients. He may be at various stages of the grooming process with others.

For all the ways this man makes you feel good, he is dangerous and he only has his own needs in mind. He would not do this to a person he genuinely cared about.