The problem with a counseling type of relationship is that it absolutely requires that one have as much of a third-party view as possible. A counselor is by far the most effective at his or her job when an objective observer.
When a relationship beyond the client-therapist relationship develops, a counselor can no longer be objective, and decisions may not be good ones. It's similar to the reason that doctors avoid close family and friends as patients, and why police detectives are not allowed to investigate close family.
For example, say that I decide to be a counselor for my friend, or become friends with someone that I counse. I have a bias. In any given relationship conflict my friend has, I am more likely to be concerned about how HE comes out of the relationship than how healthy his actions are. Sometimes I can find it to be objective. But when I counsel him and his girlfriend, and she vents that he is an awful person to me, my objectivity is gone. I've suddenly gone from an objective third-party to being emotional and defensive about my friend.
Do you see how that works? A counselor's greatest advantage in dealing with a person is that he or she is removed from that person to a degree. While intimate knowledge and a close relationship may exist, it is very one-way. The client finds out relatively little about the counselor, and because of this a certain emotional distance can be maintained.