Hello. Unless therapy is involuntary, you can leave if you're uncomfortable, regardless of whether someone else says your therapy is ethical. One yardstick is whether the therapy itself becomes the issue or causes more problems than it solves.
My co-therapists were extremely hurtful and harmful, yet a state board found their practices within ethical bounds. The professional associations have vague definitions of harm outside a small number of blatant taboos.
Conventional advise proclaims"talk it over with your therapist." However I think if a therapist is harmful or instinct says the conversation outcome only would be more damaging, it might be best simply to leave.
Some resources:
You can write these people. I found them extremely helpful.
TELL: Therapy Exploitation Link Line
Other sites and reading:
How therapists abuse their clients
Treatment Abuse Checklist ? Surviving Therapist Abuse
Clients
All the best.