I think there is a lot of value in some types of Christian counseling, where individuals or couples/families can work through issues with an independent person who has skills in helping them think through things carefully and biblically.
But when it comes to specific sins, sometimes we just need to stop them.
Here are some supporting commentaries, in ascending order of value. First, Homer:
Homer: Marge, I want you to admit you have a gambling problem.
Marge: You know, you’re right, Homer. Maybe I should get some professional help.
Homer: No, no, that’s too expensive. Just don’t do it anymore.
Now Bob Newhart:
Now from the team at Pyromaniacs:
1 Corinthians 6:18 Flee from sexual immorality. Every other sin a person commits is outside the body, but the sexually immoral person sins against his own body. Pyromaniacs: Avoiding is too mild in light of what Paul actually told them: “Flee from sexual immorality” (1 Corinthians 6:18). But first he hammers them with several reasons why fornication is such an unholy, degrading, defiling sin: It dishonors the purpose for which God made our bodies. (1 Cor 6:13) It defiles our spiritual union with Christ. (1 Cor 6:15-17) Such sins of the body also desecrate the Temple of the Holy Spirit. (1 Cor 6:19) Now, put all this together. You want to know why fornication has always been regarded as a particularly heinous sin? Because it involves personal and direct transgressions against each Member of the Trinity. It debases and dishonors the body, which (v. 13) is “for the Lord.” God created it for His purposes. To use it for any other purpose-especially a purpose as evil as an act of fornication-is a sin against God the Father. It’s a sin against Christ as well (v. 15), because it takes our members, which are Christ’s by union with Him, and joins them to a harlot, defiling our holy union with Christ. And it’s a sin against the Holy Spirit (v. 19), because it desecrates the temple in which He dwells. And notice Paul’s counsel to the Corinthians. He doesn’t urge them to get into a recovery program for sexual addicts. He doesn’t suggest that they get therapy. He just tells them to stop it.
Don’t forget that believers have help: Romans 8:13 For if you live according to the flesh you will die, but if by the Spirit you put to death the deeds of the body, you will live.