I have a pet peeve. My pet peeve goes something like this: "Why do they always ask 'why doesn't she leave him?', instead of asking 'why is he allowed to hit her?' "
Your situation falls into this pet peeve. Your therapist was out of line. The question is not "why didn't you report him", the question is "why does he *choose* to molest children?" You have no more control over your Uncle's actions than you do over anyone else's actions (excepting, of course, your own).
Your first priority should always be to take care of yourself. And you, and only you, know what that means.
Would it have been good to report him? Yes, of course it would. You still can. You can call social services (or whoever it is who does foster children in your state) and leave an anonymous tip with them. You can give them other names of people they might want to interview. And you can leave it at that. Oversight of your Uncle is the responsibility of Children's Services, not you.
However, nowhere have I seen a law that requires a person to report a crime. They are only required to not interfere with an investigation.
You must take care of you first. That includes making some tough choices sometimes. As for the guilt - I would like to remind you (see pet peeve above) that YOU were not molesting those children. YOU did not choose to remain silent before, others did. YOU are not responsible here. Guilt is not going to change anything, in the past or the present or the future (except making you feel miserable).
You are not able to right every wrong of the world. To feel guilty that you can not do so is to delude yourself into believing that you have far more power than any single human has. You did what you needed to do, and I applaud you for that.