I don't personally thing anything is wrong with magical thinking - though I will admit that I am an optimist and I am frequently disappointed by others
This may sound too philosophical or religious, but I do believe that things happen for a reason. Whether it's an entity bringing two people together or the subconscious pulling people to certain kinds of other people there is *something* there when two people connect deeply. I also think our subconscious knows what we need - so by virtue of the fact that you have strong feelings for this person, you ARE with the right therapist.
If/when things start to feel differently to you, it might be time to move on.
I think part of 'growing up' is learning to trust what your heart/mind is telling you to do. I read so many instances on this site of people dragging things on with therapists that clearly aren't helping... or people questioning the *positive* feelings they are experiencing towards their therapists. But anyway, if things are working... enjoy it and embrace your magical thinking!