But why assume that an honest answer to those questions will make you feel better, rather than worse?

I think it's not that an honest answer will make you feel better. It's that a detailed honest answer is more likely to help you find tools for improving your situation, while a generic honest answer will make you feel bad and very little else. It's really just general steps for solving any problem.

Unattractive people have a much harder time finding romantic partners.

Much harder doesn't mean impossible! How much harder is it? How many people that look [a certain way] have partners and how many don't? Where did the ones that do have partners find their partner? Maybe you could look there. What other personality traits did they develop that helped them succeed at dating while looking [that way]? Maybe you could work on those!

And the partners they do find tend themselves to be unattractive.

This statement really requires data. Unattractive to whom? Probably not to them.

I don't want to sound overly negative, but why assume that an honest answer to those questions will make you feel better, rather than worse?

It's not an assumption; four weeks of bibliotherapy in the form of reading Feeling Good and doing the exercises has been shown in experiments to be superior to a placebo book for treating depression (75% of patients no longer qualified for DSM criteria of major depressive disorder afterwards), and the improvements were sustained at 3-month and 3-year followup.

Of course, you could then argue that the book doesn't actually make you evaluate your situation honestly and is just mindless positive thinking, but I don't think that'd be a fair assessment of the book.

The example you mention about romantic love is quite telling. Unattractive people have a much harder time finding romantic partners . And the partners they do find tend themselves to be unattractive. (The issue of physical attractiveness is of course just one example. There are many other cognitions underlying depression and anxiety which may also be rooted in solid evidence.)

Sure, but my example was "if I'm physically unattractive I'll never find romantic love" not " "if I'm physically unattractive I'll have a much harder time finding romantic love."

People who are deceived about themselves typically suffer from illusory superiority, overestimating their positive qualities.

Yes, typically. Not always.

If you're suffering from illusory superiority, are you likely to be pursuing CBT to counter depression?

I don't want to sound overly negative, but why assume that an honest answer to those questions will make you feel better, rather than worse? People who are deceived about themselves typically suffer from illusory superiority, overestimating their positive qualities. So why think that a therapy that proceeds by correcting these false perceptions will make people feel better about themselves?

If I want to believe that I'm beautiful when I'm not beautiful, then I won't put myself in situation that might challenge my belief about my own beauty. This creates psychological stress.

People don't suffer because they have nothing but they suffer because they want something that they don't get.