Your psychotherapist is absolutely not supposed to have sex with his / her patients, and doing so (and getting caught) is grounds for losing your license to practice.
That said, about 30% of psychotherapists are banging at least one of their patients in the United States...or claims to be...or something. If we're lucky that is a bogus stat, but frankly it's plausible.
That said, ideally you'd get therapy and sex from different sources.