It is a bad idea and unethical to end therapy in order to start a sexual relationship. Sexual contact includes a wide range of behaviors besides intercourse, and these behaviors aim to arouse sexual feelings. They range from suggestive verbal remarks, to erotic hugging and kissing, to manual or oral genital contact. Usually when touching occurs in therapy, it takes the form of a comforting hug or congratulatory pat on the back. This is fine as long as it feels that way to you.
Ethical therapy can include talking about sex if it's appropriate to the client's problem.
This may feel uncomfortable for you but still be a necessary part of your therapy. There is an important difference between discussing your feelings about sexuality and acting in a sexual manner. If talk about sexuality includes the therapist's making seductive comments about you, your therapist is not helping. If anything makes you uncomfortable in therapy, talk to your therapist about it. An ethical therapist will want to discuss your feelings and try to understand them.