If the Therapist is concerned about safety, they must report this. Similarly though, if you feel there is a danger, you should report this too.

20 years ago I answered my door to find a police officer, social worker, and resource center worker. My life changed dramatically. Had whoever that person was never reported their concern I've no idea how much longer I would have lived with the abuse. I never found out who but to them I am eternally thankful.