Funny, my psychologist always said the exact opposite for me. I have all the coping strategies I could need but I don't open up to people, and I usually don't feel better when I do. Medicine and self analysis has been waaaaaayy more effective at controlling and treating my depression than therapy ever was.
Gotta get of the benzos and SSRIs and get on the atypicals, worst side effects I get from mirtazapine is hunger and sleep.
In that case i would say ur lucky, with just that side effects. I think i had to go trough a dozen different medicamentations cause all had serve side effects, including hallucinations, serve memory probelms, cardiovascula problems and a couple more. From mirtazapine gained 20kg in less than 3 months, without eating more.
Longterm it can also be very damaging to ur body like the liver.
Entirely possible that is the better variant for u. If u can't open up to ur therapist, well yeah, then therapy isn't helpfull.
Same as there are forms of depression which are caused by biological problems and not mental ones, no amount of therapy will help there. But in general it's the most effective treatment, with the best chances of success.
For me it took a while until i found the right therapist, i think the 8th one, with him i could make progress. While others ranged from not really helpfull, to make things worse...
Therapy hadn't much to do with feeling better because i talked about my problems. It was about finding the source(s) which caused the depression and ways to 'combat' them. Deep analysis/depth psychology followed by behavior therapy among other things.