Yes, it definitely has been happening to me. And yes, it does get better. Others who have been in therapy for longer might have other experiences to share, but I've been at it for coming up on 8 months, and I can see things becoming better, but not without having gone through a LOT of major pain, depression, despair, anxiety, etc. I started feeling much worse after a short while, when I actually had to think about and talk about all the painful things that I came to therapy for.
My T says the same thing, that it does get better if you stick with it, but the only way through it is, well, to go through it. You can't just skip the pain. I can see that therapy is very much a roller coaster, there will always be ups and downs and setbacks even after starting to feel better.
Hang in there as best as you can. Acknowledge that it does hurt, that what you're feeling is awful, but normal, and remind yourself that there is dawn after the darkness.