They know, because everyone has transference issues. All that really means is that we react to someone now as if they were someone else we have interacted with before. Old patterns and feelings and ways of interacting are brought forward. It tends to get more intense in a therapeutic relationship, but it happens everywhere, all the time. So they know, and they have similar reactions too. You can learn a lot about yourself by recognizing your transference and talking about it. It's okay - you're supposed to have transference issues. It's part of the process.