Hypothesis: it is your therapist who has no idea what s/he is doing.

Hypothesis: it is you who are making this unnecessarily harder than it needs to be.

Hypothesis: CBT may not be what is needed for your particular case.

Hypothesis: something else nobody has considered yet.

How confident do you feel to assign respective probabilities to these hypotheses?

I consider myself rational enough to debug myself, if and only if I decide an intervention is warranted. Otherwise, I like and accept myself as I am, I consider most of my traits, broadly speaking, as part of my ideal self, and would like to preserve most aspects about myself.

I don't live inside your head, so I can't be sure, but this part sounds like you have strong mental tools to get out of your depression at your own pace and on your own terms. I wouldn't worry much.