Where can I find someone that will pay me a living wage to read fantasy novels, go to the gym, play video games, and occasionally travel?

Definitely true a lot of the time. You have to find the root cause. And the job itself might be it.

However, you can make a bit of a fine distinction: is your job making you unhappy, or are you unhappy in your job?

If you're doing boring work with no appreciation and low pay, or if everyone else at work is unhappy too, then it's probably the job. At the other extreme, If the things you're unhappy about with your job are the same things you've been unhappy about with every other job you've ever had, then maybe you need to use the therapy to figure out why you are the common thread.

(Actually, those two aren't mutually exclusive. Maybe the job itself is bad for you, but you have a pattern of picking jobs that are bad for you.)

Or, as was my case, going to therapy will help you come to the realization that your job is what was making you unhappy. I couldn't imagine many therapists would try to convince you to stay somewhere that was causing stress/anxiety.

Or, go to therapy, develop a better understanding of what makes you happy and why you took that job to begin with, figure out if a change of job would make you happy at all, develop a richer inner/outer life to better find meaning and happiness, use this new found insight to improve the workplace, and then quit and find something better.

Perhaps, but therapy might also provide a motivational boost to take that action. I suspect that depressed and anxious people tend to have difficulty finding the path forward.