Good luck with your therapist, if she is worth her salt she will take this in her stride. Her job is absolutely not to judge you but to help equip you with the skills you need to live a happier life.

Not that there was anything you could have done in this scenario, he was the one with the knowledge he chose not to share until later. By all means feel sorry for his family but you are not responsible for his behaviour.

The only thing I can think to suggest to you is keeping a good emotional distance until you know for sure the true background of the person you met.