Like you, I have never desired a space/time to just "let it all out" emotionally.
That being said, there are times I want to really dig deep on a specific thing that is troubling me and I usually just rely on a small cadre of confidants when that happens. And, stereotypically enough, those confidants are all men and we end up "working the problem" rather quickly after the initial exchange of describing how I feel. This, I'm told, is the exact opposite of how you're supposed to listen to someone's problems.
However I know that my personal preference is not universal and doing the 'listen and refrain from offering suggestions' approach is much more comforting for most people.