I am very moved by your story, and your plight. Some of the comments you have received on here are very black and white, but where the heart is concerned, when we fall in love, the normal things that affect our judgement and actions don't always work.
Simon wisely said that we cannot know how our fantasy would have worked out, whether we would have been happy, and whether the other person would.
What has happened in your case is that love grew in the way that it does in a lasting relationship, starting from the dodgy base of attraction, then infatuation, and the accompanying fantasy, or two. Then becoming something bigger, something that will always be there, in your heart.
We cannot turn the clock back, and it is especially important that we make the right decision for our future, and for others involved.
I firmly believe your Therapist is right, the religion is holding you back from solving your emotional problems, but, to give it up, and the emotional support,the social interactions etc, that we call friendships, that are there in the religion, will be extremely difficult, and possibly damaging to yourself, as you could end up even more lonely than at present.
Sometimes it is better to live with the regret that we didn't do something, and then, once done, we would have discovered what really might have been, good or bad, but we might have chased the dream, and ended up really hurt and disappointed. There are so many "what ifs" in life, we have to live with them, why not this one as well ?
The guy in question maybe loves his wife, and you, but is a believer in loyalty, to keeping the vows he made, if his circumstances have not changed, I doubt you could change those admirable qualities of his.
Whatever you decide, I wish you well, and may you be at peace with yourself.