Being told to pray is pretty much the antithesis of good therapy.
And doesn't that make sense? We're not merely bodies and brains, a biological machine built to specification, arriving at a particular day exactly like each other and exactly like we were born. Besides differences in brain mechanics and chemistry from each other and from our birth, we are also each the various experiences of our history. We have as much in difference as in common with each other.
Quite apart from the question of whether prayer and what's prayed to is reality or not, people do believe in prayer and what's prayed to. If that's an effective part of their therapy, I see no reason to question it. If it lifts them out of the horror of depression and keeps them alive, I'm very happy for them, and for me if they're in my life.
-- Signed: a non-partisan, small "a" atheist.
The idea of encouraging the hopeless to pray as a method of bootstrapping themselves out of depression may simply be an appeal to a more cognitive self-realisation process. This simply by the act of vocalising what the individual hopes for.
If he thinks that praying in and of itself will be valuable, eg, because the patient is religious and a calm, focussed mental state would be valuable, then it is good therapy.
If the therapist is suggesting that the patient ask God to cure him... well, that's not good therapy.
In this case, the therapist could have understood that prayer was not a helpful suggestion - but in general, it's a valuable tool.
Keeping faith feels healthier than trying yo regain it.