Therapy in itself has limited scientific backing (specific types for specific diagnosis often do). But it feels rational.
However the main point is: Buddhism, and all religions, focus on why you do what you do.
The Western Way is confusing, partially career & material, bit of humanism, etc. Now that's fine. You can figure it out in this system and some people do. But there is no clear road. There is freedom in that, but it comes with a huge amount of anxiousness & confusion.
The western reason for doing things: focusing on getting external circumstances in order (friends, career, house, family) will cause a huge amount of anxiety. Buddhism, and perhaps also Christianity, give non-personal teachings to elevate your focus to a point where it's less about what you do & who you are.
You don't have to believe me and can wait for science to figure this out. But seeing the rise of anxiety, depression & pill usage, I don't have much confidence in the current understanding of the Western world in mental health.