I think that in this context, "giving in" to the attachment likely just means allowing it to exist without layering on additional feelings about it being "bad" or anything. If your therapist is willing to work through the transference with you (what a rare treat), instead of your having to spend counter-productive emotional energy on worrying about having the feelings, the open dialogue and positive environment for their existence could provide a better opportunity to sort out what they really represent for you.

I can't really say as I've never had a therapist who was able to discuss transference productively, without getting paranoid about how they could potentially be personally affected (ironic since I've exhibited so little, but whatevs). Seems like a fine thing that your therapist is willing to foster an environment for the transference to exist and perhaps achieve bettered resolutions.