No. Absolutely not. This is not how your life should always be. Pretending isn’t the answer. A change in treatment might be.
I doubt that you are doing something “wrong.” You and your therapists have been doing the best you could. But sometimes the type of therapy a patient gets is not the right “fit”. It’s possible that you are the type of person who doesn’t do well with in-depth exploration of feelings.
Your description of your experience makes me wonder if you would do better with cognitive behavior therapy (CBT) perhaps combined with training in Mindfulness Based Stress Reduction (MBSR). The structure and practical focus of CBT might be a better match. MBSR might help you learn ways to cope with your depression and anxiety.
I apologize if you have already tried that. I only had your brief letter to go on. But if you haven’t explored those techniques, I do urge you to give them a try.
I wish you well.