I guess maybe some therapists do this, but I think most don't. The ones I worked with (not as a client) did not do this as far as I know. They wouldn't have wanted to spend their free time doing work stuff. And as someone else said, they already knew the "juicy" information. I doubt they would have found it very interesting to look up a client on Facebook or other social media.

As for the attitude of the other therapists who didn't seem phased, I don't think that's necessarily indicative of anything. If they felt it was wrong, what could they do? Take their supervisor to task?