I went through similar misery. It was even worse because I was also caught in a terrible obsessive love/desire nightmare with my therapist, on top of the basic connection. But fundamentally the issue was that the relationship would never be what I wanted or needed it to be. And yet, it felt close enough to the real thing to provoke the associated feelings.

I found it to be a cruel and reckless thing. Letting a client get that close knowing that it's a dead end. Forging that sort of intimacy then reminding the client they are a paying customer and it's all just a game. Like you I need authentic and mutual relationships, not contrived and heavily bound ones that can end at any moment based on the whims of the therapist.