I understand your concern. It is important to keep in mind that your thoughts are just that, thoughts. It is difficult to know for certain what prompted them. I suspect, as does your counselor, that the reason is related to your own unresolved psychological and emotional issues stemming from your less-than-ideal childhood. There is a strong possibility that your negative thoughts are a symptom of your own personal suffering.
To believe that you are evil is to pass a moral judgment about yourself but let’s look at the facts. As you wrote, you don’t really want your friend to die. You long for the attention that you might receive from being the friend of an individual who died. In addition, you have guilt about your feelings. As M. Scott Peck discussed in his book about the nature of human evil, evil people are not “blessed by guilt.” Guilt is a blessing to “good” people. Guilt is a blessing because it prevents behavior that would be considered evil or sinful.
I would strongly encourage you to discuss this matter with your therapist. The fact that you are bothered by your thoughts makes it a very important and appropriate topic for therapy. You feel shame about your thoughts but it is imperative that you are as honest as possible throughout the course of therapy. The therapy process is stymied when an individual withholds important information.
The other aspect of your question is why you continue to need support. An individual who has been damaged during his or her early formative years often experiences psychological problems as an adult. That is the standard psychoanalytic view of psychological problems and it seems to be true for many people. In addition, most people throughout their lives need guidance in some form or another. Needing that guidance is nothing to be ashamed of. Unfortunately, many people believe that needing help is akin to being a failure. It is one of the primary reasons why some people refuse to go to therapy. In their view, needing help is shameful and it’s a sign of weakness. Nothing could be further from the truth. We are not born knowing how to live. The fact of the matter is that life can be very confusing and guidance is often necessary. You have a therapist and many would consider you to be very fortunate. If you have access to the proper guidance, then I would suggest utilizing that valuable resource. I hope this helps. Please take care.