Okay, I'll bite. What evidence is there that therapy, in general, doesn't work?
Treating less severe forms of anxiety with CBT is going to be a lot more successful than treating deeply rooted personality disorders using any modality. Some problems are more suitable for CBT, and others are more suitable for EMDR, etc.
Just chatting to friends isn't enough unless you're just dealing with relatively mild, garden variety loneliness, depression, anxiety, or something similar.