The therapist should be working with you as well as with your son. It is difficult to change behaviors and situations for a child without involving the parents at the same time, and if you have not been involved you should ask for that to happen. The therapist should be able to help you know how to follow up at home with the behavioral changes that are being made.
Since the sexual behaviors seem to happen at school, ask the therapist to go to the school with you for a conference with your son's teacher, counselor, and principal. The therapist can help the school staff members know how to respond in the best ways to your son's behaviors in order to help him.