I think what you are dealing with here is loss, the loss of the compassion of your counselor. It's a bereavement of kind, so crying is normal. I think what you need to ask yourself is how you are crying. Crying is a part of the healing process and is good if done in a certain way.
If your crying is a short emotional release followed by healthy feelings, then this is fine and just a normal part of the healing process. If your crying is long and drawn out and accompanied by feelings of self pity, then this is not good and really needs to be dealt with.
Without knowing your situation a little better it's very difficult, but I hope this helps.