So this show has the police go to the suspect's therapist, ask them "Oh, so why was Bob seeing you? What were your talking about." And the therapist would say "oh, he has anger management, problems with his parents etc."
I think therapy is a vital tool. In fact, if the whole world had a good therapist they saw at least monthly, it would be a different planet, but anyway.
Therapists will not even confirm that so and so is a patient. Only if you have said something like "I'm about to go out and murder someone" will they involve external people, and usually an ethics committee (even just a call with a supervisor) would be convened first, clarifying what can be disclosed.
People thinking, oh, every Tom, Dick and Harry is going to know my business, if asked would put them off getting therapy. The show is set in Switzerland, but still I doubt even there that a police officer can walk in and in 2 minutes know all about your sessions.
Even if they thought you were about to murder someone, real therapists would say, 'we have reason to believe that he is an imminent danger.' 'or that his ex wife and or others are in imminent danger.' they wouldn't say 'yeah, he's been killing neighborhood pets since he was 15, so that's why we think he's serious.' and even something vague like ' I hate X so much, I wish I could strangle them sometimes." Is not enough to trigger a report. "Something like 'i hate X and I'm going over now with a gun." would be reportable.