Why is that?
CBT may work better than placebo (although the state of the research on this is controversial, see section four here,) but that doesn't mean that people suffering distress from some life circumstance always, or even usually, are evaluating those circumstances irrationally. Placebo therapy is pretty effective, a great deal of the effectiveness of CBT is likely due to the same qualities which make placebo therapy useful.
Having engaged in CBT, I felt that it was a worthwhile experience, but the benefits in my case had far more to do with being able to discuss the matters I was concerned with openly and in depth with another person, because I'm better at resolving problems when I feel accountable to someone other than only myself, rather than addressing particular irrationalities in my outlook (to the extent that my tendency to be less able to resolve problems without being accountable to other people is an irrationality, it's not one that CBT has been able to address.)
I started going out with a fantastic girl a couple of weeks ago. Everything is great, except that whenever I've sent her a text message or email requesting something and haven't received a response yet, I experience significant dysphoric anxiety, fearing that her response will be not just "no" but "no and I don't want to date you any more". This is due to brain chemistry or personal history, take your pick—either seems like a possible explanation to me. But there's certainly no evidence supporting the idea that this is likely to happen, nor is the anxiety helping me prevent it or helping me in any other way.
Does anyone have evidence-based advice, or pointers to same, on dealing with this kind of issue? It is the only splotch on what have otherwise been the best two weeks of my life.