Me, too. I don't tell current Ts these investigations until the trying becomes something I want to explore in more depth (eg. see the other therapist for more sessions).

I wasn't quite happy with my first T but I kept going to him because I was curious (~a year). Until a point when it became detrimental to my goals, then I ended it.

I am fairly happy with current T, but still curious and I look into other therapists, other modalities... why not? It is a service we choose to use and pay for. I don't see why there should be anything to keep us from exploring whatever we like.