This is neither downplaying depression nor flippant - the therapeutic relationship is clearly very important and I don't think anybody denies that. But I suspec

This is neither downplaying depression nor flippant - the therapeutic relationship is clearly very important and I don't think anybody denies that. But I suspect a lot of this is about your inherent world-view. Some people do well after purely online CBT, some don't. Some do well in talking therapy, some don't. It seems likely that how your brain perceives the world (and itself) affects which interventions help.