I'm not aware of there being a law requiring them to report any and all past crimes they learn of - are you sure about this?

What I understand is that they can report a crime and not get in trouble, and then of course there are the mandatory child "abuse" reporting laws.

E.g.: https://www.ncbi.nlm.nih.gov/pubmed/3533183

On your second point, many pedophiles have difficulty accepting their attraction - not that I could imagine a therapist actually doing anything to help with that - while many have associated problems like depression which could probably be helped by therapy.