What you are describing aren't just pink or even red flags. Your therapist's behavior is grossly unprofessional, and, I hate to say it given how much you like him, but the sooner you leave him the better. It's great that he managed to help you despite his obvious lack of understanding of his professional role, but continuing to see him at this point will be more of a disservice to yourself than help. It sounds like your marital problems contribute quite a bit to your sense of special connection with this guy. It'd be best if you could seriously address your marital and other personal problems with a different therapist at this point, preferably a female.