This article struck a chord with me. One of the nurses at a hospital where I go said, "If you send me a Facebook friend request, chances are, I'll say no." I said to her, "Do you mean me specifically, or you generally? If you mean the former, I wouldn't send you a friend request for the simple reason that you and I are in a professional relationship and I value and respect that."
I went to school with a guy who is a doctor and someone I knew asked me why didn't I go and see him. I said, "No disrespect, but two reasons. One, I'm happy with the doctor I've got. And two, he was a friend first, so I wouldn't feel comfortable going to a doctor I knew socially." My mother knew two women, one of whom was a dentist's wife and the other a builder's wife and she said that they are good friends and even go away on holidays together, but the builder's family don't go to the dentist as patients.
I think, once the therapeutic relationship has ceased, moving into a friendship with the therapist changes the dynamic, as you rightly explain, but if you choose to, it has to be on conditions with which you are comfortable, and you have to remember that people can get hurt.