Abusive relationships and trauma are very complex. Look up trauma bonding or even the repetition compulsion.

Not everyone responds to abuse in the same way. Learned helplessness and the fawn response to trauma and danger or threat is quite common in trauma survivors. They also happen to be extremely vulnerable and at times, easily manipulated. Therapists learn what their vulnerabilities and triggers are and some will intentionally manipulate them to keep them around. This is especially the case if a client has attachment issues. Therapeutic relationships can grow into extremely unhealthy tangles of drama similar to romantic relationships; leaving the relationship hurts and so does staying. You ask why would anyone stay with an unethical therapist; perhaps that is something you will never understand until you are caught under the spell of an unethical therapist...

My guess is fear plays a role, albeit, not the only role.