It really depends on the psychiatrist and what you take away from each session. For me, I consider myself lucky because Zoloft really helped me move to a less depressed state but I use my therapist as mainly as an anchor because she's seen where I have been and where I want to be and has given me techniques on how to get there. Now, I don't follow a lot of her advice but for me it's really about being able to talk to someone about all my experiences without judgement and to get positive feedback from it.
I probably wouldn't be here today without my psychiatrist though because I really needed the medication boost upwards to at least have a more playing field (I'm in college too and boy is it rough trying to juggle all of it). I was also sleeping 21 hours a day and barely functioning so ya know there is that too. (Also, your psychiatrist sounds really harsh and I probably would have stopped seeing them really fast).
But yes, my approach to therapy is more like, what are you hoping to get out of it? Because I find therapy more like a tutor in the aspects that they'll give you techniques and explain things out to you but they can't make you understand it for yourself. There are also a lot of self help books for depression if you're considering other options but sometimes forcing yourself to read them can become difficult.

Chemicals on the other hand are a lot more of a try-and-try-again but I can say that my medication really helped me.

Best of luck!