I believe that the shrink pays a visit to Abe while he is in the prison, after killing all the executives in the boardroom, and before Bigfaces appears to save him (at least in the good ending). I'll show evidences:
Evidence 1: the shrink shows images in his monitor of some of the previous levels (scrabania, paramonia, and specially, the last level before the boardroom, with the 150 slogs).
Evidence 2: the wall behind Abe has that famous encription: "Molluck sucks", which is from the room where Abe is enprisioned and meets Mullock.
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