If the subject didn't originate with you, if you didn't have any sexual feelings towards the therapists and didn't bring it up, then, yes, it's unethical IMO. Some people may see it differently and may not see this as a big deal, but for me it's a big red flag that would make me run away and never return. I just don't understand what exactly motivates the therapists' interest in this subject if the client has never indicated that this was a part of their emotional process at any time.

In the absence of the understandable context of transference that had been brought up and discussed before, this seems to have nothing to do with what the client needs and everything to do with what the therapist needs, and for the therapist to have the need to know if the client thinks of them in sexual terms or has sexual fantasies about them is just plain sick.