Hi K. -
I have two "Crazy" boys too - ages 8 and 7 years old. Love them to pieces - they are crazy but are so much fun!!
I would suggest finding out from the school how long he's not been going alone (get all the facts first) and it wouldn't hurt to make a special appt with the therapist again and let him/her know about it.
It's probably him just being a 6 year old, but I would definitely be cautious just in case. Having and ex-husband myself (I've SO been there!!), I would DEFINTELY get in tune to what's going on over there and who your son's around, for your son's sake, and make sure he's not in any danger there, knowing he is probably not in danger.
Good luck to you and please keep us posted!!!