I don't think Dohu was seeing one prior to breaking up with Juheon. Dohu had zero interest in others and he pretty much walked to the beat of his own drum. This changed after Juheon left him. He constantly had nightmare thereafter, couldn't sleep, losing appetite, and had zero social life. In other words, Juheon didn't know because this happened only after he left, and he had been trying his hardest to avoid Dohu until recently.

It’s funny seeing him being surprised that dohu is seeing a psychiatrist. Imagine every single person you meet calls you a crazy freak .Your classmates , peers , batchmates and the person you loved .