The drug does something. It at least creates a distraction. That distraction can create a helpful feedback loop. After all, depressive/anxious/etc thoughts are

The drug does something. It at least creates a distraction. That distraction can create a helpful feedback loop. After all, depressive/anxious/etc thoughts are generally arbitrary (though relentness), out of the all the thoughts one could have. So a chemical causing an effect, or just the process of trying an intervention can be useful. Distraction is incredibly important in therapy, it is after all ultimately how we all deal with the fact our lives have an end.