The therapist is running a business. For me, I don't see therapists as particularly being concerned about what any individual client does or does not do. Generally speaking, if they are not completely and obviously incompetent, new clients will hire them even if I don't. I think for those people, clients are mostly interchangeable. They are experts at blaming the client rather than thinking anything is really about them.
Plus, I know that I don't get particularly upset or take it personally if a student does not want to take my class or if a client hires a different attorney. If they want to deal with someone else, it usually means less hassle for me (less to grade, less whining/*****ing at me, less paperwork, etc).