Indeed their is an obligation to ask a Posek a shaila before reporting to a government entity. And the OP is correct that it isn’t always done. But true frum therapists do ask first. And follow the Psak issued.
But, of course, it is vital before choosing a therapist to research through rabbomim if said therapist being considered asks shailos first. If not, one needs to find another therapist.
If the halacha is that it is forbidden to report a person, any Jewish therapist cannot report even if the secular law is otherwise, as halacha takes precedence when it is in conflict with non-Jewish laws. And in these matters it is certain there are times and cases where Jewish law and local non-Jewish laws disagree.