As a person who's been in both chairs...Of course you should talk to your boss about this situation.
Find out what office protocal is regarding such situations. If the person has an appointment with the intern then the entire issue needs to be discussed with both the client and the intern before or during that appointment. It should always be client choice in which therapist they wish to work with. However, said client should be directed appropriately on how to change/switch councelors.
Personally, from what you described, I feel your co-worker sounds like an individual who may need some ethics re-training and or interpersonal communications training. Surely there are other issues surrounding this situation....Just my opinion...Alonian