Sounds like it is probably more an issue of you being closed off right now than therapy style. You might try talking to him about just that and see what kind of response you get.

My T is also primarily behavioral, but not exclusively so, and he does do a great deal of "deeper work". I think where CBT creates issues is in situations where it is declared a short-term therapy (which is absolutely not necessarily the case) and where therapist seem to be married to worksheets and stuff that don't foster good dialogue between client and therapist. I would not be a fan of worksheets myself and my T has never used them even though he is very behavioral in his approach.

As in all things therapy, some T's are better at their work (regardless of the approach) than others. I haven't gotten the impression your T lacks skills, so perhaps that dialogue about how you are feeling closed off and your assumptions about his approach would be a good place to start.