It depends on what your goal is. If you're paying for it yourself and are hoping the therapist's words will "fix" you or help you cope, then don't waste your time.
If your insurance is paying and it's basically free, you have little to lose, but don't expect to gain anything.
If you're looking for a piece of paper, something official from the magistrate, than can later be used for NEETbux or a diagnosis of something else, then, YES. You need that special piece of paper from the Church of Modern Medicine. In that sense, you need the archbishop to write you an official indulgence if you want to go the bureaucratic route for NEETbux.
To answer your question on going to therapy: It depends. What is your end goal?