I would not do this and I am as baffled as you are about the purpose of doing so. Some people do seem to find it helpful and an important part of their therapy, so I can't claim that it shouldn't be done. However, I have also heard of people disclosing such feelings to their therapists and it not going well. From what you've said in the past about this therapist, I would be very cautious about telling him this sort of thing. I'm concerned that his response would be hurtful and feel like rejection.