Much has been written about this for many different types of therapy over the years. Both about relationships that have been unethical on the side of the therapist and about the quality of the client-therapist relationship.
If we read about many of the early pioneers of psychotherapy we see that what are now considered unethical relationships were not unusual. Perhaps it is that I come from a world that is now very different but despite their pioneering work and different society I would say that even in those days sexual relationships with clients was unethical even if initiated by the client.
I have not had to deal with sexual advances by clients, either when working in psychotherapy as a mental health nurse or more recently as a massage therapist. I have however had to deal with the occasional text or phone call from potential clients who are looking for something unprofessional since starting work as an aromatherapist and massage practitioner. I have also been asked to do social things with clients when I was a mental health nurse that would have been unwise in my professional judgements, even if not unethical in themselves.
In my current role, I see the most important thing is my ability to be empathic and to really respect my clients whether I know them outside of the client-therapist relationship or not. There are inevitably things that I learn from clients that I will not speak about outside of the therapy room especially in the presence of others though of course the client may well speak of these matters in a group situation when I am present and then I would have to be careful not to say anything that I only know through my role as a therapist. (The fact that it hasn’t happened as of yet makes me think I am probably getting it right though the number of clients who are also in my friend circle is not very high.)