It seems to me that a big part of the value in talking therapies - either instead of or alongside anti-depressants and anti-anxiety meds - is the chance for circumstances that are painful, difficult, and soul-destroying to be validated as real, and naturally likely to lead to depressed and anxious feelings.
There's really pretty much nothing worse than believing that our pain is our own fault. That despite poverty, lack of meaningful employment, loneliness, bullying, abuse, we should be able to be cheerful. And if we aren't, we're failing.
To not be happy is not to fail. To not be happy is to be human.
Video: Johann Hari - The best science says depression is a social ill, not an individual flaw