No, I don't understand. A therapist or psychiatrist are professionals, thus in my books, so should be the relationship. To say one has a special one discounts the one he/she has with every other client. It doesn't make sense to me and this sounds rather obsessive. But that is my opinion and I realise it isn't for everyone. That they are ill is the business of only them and their family. Their obligation is to ensure that arrangements be made for continuing care. To have worry for them is natural but this sounds rather too clingy to me.

As for the comparison between your loss and your friend's I think it is unfair to discount their feelings. Perhaps the anguish they feel very much is on par with that which you feel. It seems a little self-centred to assume you are the only one in pain.