I would say that you should switch therapists. The fact that she refused to tell you that she does not have feelings for you is a big red flag. It seems like she could be leading you on. There are really good reasons for not having any sort of sexual relationship with clients...mostly because it is always the client that gets hurt.

You are already being hurt by her not responding to your attraction appropriately. She should have said that while she appreciates your attraction, and your feelings are normal, she can not and will not ever have a sexual relationship with you.