As far is i understand it, yes this is the point of therapy. I mean which problem could your therapist really solve? The can’t tell you what to do to get for example a better job.
They can help you to find the root cause of your problems and may help you find a way to solve them. However, as you said, many of the problems can’t be solved by oneself. But is it useful to be in depression over this? I don’t think so. Is it useful to be sad or angry about this? Yes, i do think so. In principle this feeling shows you, that there is a problem. This anger may help you in some situations to get what you want. I do not think therapists want you to do away with the feelings. But where they want and can help you, is that these feelings do not take full control over your thinking. For example, when you a lie in bed, these feelings do nothing good.