The therapist is never supposed to act upon it (at least not in any semi-legitimate therapy types I have ever read about). But the idea a client might have feelings or desires or even tell the therapist about it is not unusual at all. In some schools of thought such a thing is expected even, and something the therapist has (as much as they are in any fashion) been trained to deal with. Clients have all sorts of feelings about therapists that are the thing of therapy as far as some types of therapy go. The first one I see even once asked if I was attracted to her, and when I spontaneously went "ack no" and recoiled in horror - she got all huffy and offended - not because she was coming on to me (I did not read it as a come on) but because she expected clients to get crushes on her.
Therapy is, in my opinion, exactly the place it is supposed to be safe to explore any idea.