Two of my three were already married with kids. My last was divorced but in a committed relationship and they did move in together while I was seeing him as my therapist -- and eventually broke up and stopped living together. It wasn't something we talked about a lot. Just sort of gathered as we spoke about weekend plans, vacation plans, etc. My therapists were always pretty open book in a very casual way. It wasn't a big deal to share that kind of information.
How did I feel about that kind of information? It really wasn't about me, so I didn't really feel much about it. It was just information. Their life; their choices; their business. Cool for them when things were going well. Darn for them when it wasn't, but not much beyond that. No more than I would feel for that kind of information from most people I guess.
All that said, I never thought it was any obligation of them to share anything with me, and I am quite certain they didn't share anything near everything with me -- that was certainly fine. I didn't share everything about my day-to-day life with them either.
Some things I learned after-the-fact, like the relationship change, or a death in the family, or an illness. That was also fine. I certainly never felt like I should be anywhere near the top of the list for that information.