I agree with others in that if your boyfriend IS having an affair with his therapist that it's unethical. However, also what can happen is what is called transference and this is when a patient believes they are in love with the therapist and there is a connection when in reality that is not the case. It's a therapist's job to pay complete attention to the patient and listen and show complete interest and help the patient feel safe and that they can trust the therapist to share anything that bothers them. Because of this attention a patient can form an attachment to their therapist, can even begin to think they are in love with the therapist and are forming a "special" connection.

I do not know how your boyfriend let you know he wants to be with his therapist. The so called affair may only be in his mind and not shared by the therapist, this does happen. If this does happen and the therapist begins to see a strong transference the therapist may stop seeing the patient which can actually crush or even traumatize the patient where they feel deeply hurt, rejected, and abandoned.

The therapist has an advantage over you in that she went through training and learned how to help a patient trust and feel safe and willing to open up. It's because of this training the patient begins to form an attachment and can even feel love because it's something they deeply needed or missed and experiencing it can create often a sense of "I have found the right one" and someone "gets me".

Sometimes a therapist does reciprocate, after all they are only human and it can feel good to have the kind of power they learn to have with patients. However, that's abusing their skills and is considered unethical.

It's very understandable how you feel betrayed and cheated on and that you feel angry and hurt. You don't have the kind of skillset a therapist learns to have either. And your boyfriend fell into a mindset that many fall into with forming an attachment and perceiving it as "love".