Consider a teenager who is fixated on the idea that they're a "bad person" because they're having homosexual thoughts. You might think they need positive affirmations or exercises to challenge their fears with evidence. But these symptoms are sometimes a manifestation of OCD. If so, using CBT to "argue away" the fear could end up reinforcing the OCD cycle and causing more and more self-doubt. For this person, the better treatment would be a different CBT tool: exposure. It may seem odd, but they would be better served with exercises such as repeatedly thinking sexual thoughts and then telling themselves, "I might be a horrible person because of this." (The purpose is to desensitize them to the idea - eventually, they will just get bored.) Needless to say, this type of treatment needs to be implemented with care.
I think it's beyond the capabilities of LLMs to reliably distinguish problems like this. So then, I think the systems have to be designed so that their output is at least harmless for all people, and that sounds really hard.