Man, you must be feeling some shyt right now. Everything you're feeling is valid. It seems like his family story/religion excuses are bs because he got what he wanted. I think it's a good idea to report him so you can do what you can do to get the steps made for him to not do this stuff to other clients. Regardless, you need to stop seeing this dude because on top of that being wayyy inappropriate and violating, there is no way any therapeutic progress will be made now.