Because sitting in a room exchanging words 1 on 1 with a stranger will not change reality. It may change your perception of reality, but the metaphysical structure of the world we inhabit and the fact that genetic fitness for instance is a measure of reproductive success will not change because you talked to some grifter about your feelings.
Ugliness and traits associated with ugliness can be measured in an objective sense. If you are an ugly male, you will suffer not in just a sexual or romantic sense, but in all areas related to sociability. Thus growing up as an ugly male will shape your confidence, personality, how you view the world, all of which are viable conclusions that you land on when being dealt this hand. Therapy aims at eliminating these justified negative feelings, cannot change your past, and encourages looking at the world through a lens of cognitive dissonance.
Just Adding: I have been to therapy before in case you want to insert some "don't knock it till you try it" type of platitude. "Just go to therapy" is slightly above the same vain as the typically mocked by incels "just get a haircut and take a shower" tier of advice. It is meaningless.