wait a minute - why does it mean that your reasons for going to therapy are invalid just because you are "normal"? I consider myself to be "normal", but I still go to therapy regularly. It is my opinion that every adult should go to therapy for at least one year.
Normal people struggle with depression and anxiety. I don't know if you're on meds, but perhaps your depression and anxiety were either managed or in 'remission' at the time of the neurofeedback session. But nevertheless, it doesn't really matter what the tests show or what your T's opinion is. If you get something out of going to therapy, then by all means keep on going!
I do not have any clinical levels of anxiety or depression. However, I've been going to therapy for 12 years now and I have no intention of stopping anytime soon. I'd go every day if my T would let me and if I could afford it. It helps me get through many day-to-day relationship issues, as well as stuff left over from my past. Therapy is still useful, no matter who you are or what your formal diagnosis is.
Please don't feel ashamed or invalidated. It's a diagnostic tool, not a pass/fail.