He definitely should have at least offered to refer you.

Both my T and my Pdoc have done so in the past. With my therapist, I wasn't at all interested in changing therapist. My difficulties weren't really related to him or any failure on his part; rather, my difficulties at that time were entirely related to my bipolar disorder being completely out of whack, which was really more of a medical issue. Thus, I did take my pdoc's advice and had some testing done to verify diagnosis and saw another pdoc for a second opinion (which confirmed my pdoc was on the right track). Eventually, I did start making progress, but I respected both my T and pdoc for being so open to input from other practitioners. In my case, my lack of progress was simply due to being in a very unstable place, and in time things started moving again.