I staunchly disagree with this, this has never been my experience with any of the psychologists/psychiatrists I have seen (I've seen somewhere around 6 over the course of my life).
Blame has never been a component of any psychiatric treatment I have experienced. The DSM is a book of diagnostic criteria to identify the issues you are experiencing, to help guide the provider in finding an appropriate means to help the patient cope with their problems. There is no question of blame; blame is basically irrelevant to the treatment.
I also don't think identifying someone's problem as being a result of society is clinically productive. Is telling a depressed person "Listen, you're just getting screwed over by society" going to be helpful? I think not, because the corollary to that is "and you can't change society, so you're stuck like this".
I do think it is important to consider how society is impacting the mental health of all of its members, but I don't think that discussion belongs inside your doctor's office.