This is a hypothetical (no reference to my own situation or anyone else's, and no suggestion that clients should or should not file complaints - everyone in such a situation does what they feel works for them).

Say you had a therapist. S/he did something unethical. Let's say it's something serious (if not a crime), something that would probably merit some kind of discipline (above the level of "take some continuing education courses") if a complaint were made and the board were to find the complaint valid. You're pretty hurt by the whole situation, emotionally and psychologically. You don't have access to the therapist anymore to try to work things out with them. Sure, you'll probably be okay after some time passes, but is that enough?

Do you file a complaint? If not, why not? Feel free to elaborate in the comments.