I have one client who sees me every weekend and he texts me sometimes during the week to talk about rugby or that he's been thinking about me. Tbh it doesn't at all concern me that he does this as he is my absolute favourite client, he would never send me a second text without a reply first and I do enjoy texting a drop dead gorgeous man about sports!! I tell him everything about my interests, friends, university etc on bookings because I still know a lot more about him and he knows that. I'd never do anything but text him outside work, like I wouldn't pop round for a cuppa, mainly because I have a lot of clients who pay to just sit and chat or take me to dinner, so I would be giving something I offer for money away for free. If I just walked in, got paid, screwed clients without a word, and left, I would probably think differently about that, but I never would give away something for free that I get paid for to a client if that person wanted to continue being my client. So in short: Yes, I text back my sexy favourite client regularly about mutual interests and absolutely fantasise about him too!
I figure you're not looking for advice as such, and I get that, since you mention "rules" you don't make a habit of this behaviour with clients, it seems to be just the one, so I won't give my 2 cents about how it's not very wise (since I would be a hypocrite too!). However, one thing to maybe think about is that increased contact with him means increased evidence that he is a client of yours which means increased probability of his gf finding out. An angry partner is NOT good for business in terms of safety, discretion etc