Sometimes I do the same thing because I'm sick of disappointing my doctor with my failure to respond to medications, and sometimes I do it because I'm tired of feeling like I can't even do something as simple as swallow pills and get better like a normal person. There are also times when I am so depressed and so sick of thinking about it every stinkin' second that I just can't open my mouth far enough to say actual words. When my psychiatrist interprets my grunts as indications that I'm doing all right, I can't muster up enough strength to correct her, and so she labors under a misconception for the next 12 weeks.
In my case, it makes no real difference, because there is nothing left to change in my treatment plan, regardless of how I feel. However, it sounds like you're still trying to find a therapy that is effective for you, so it's important that your provider has an accurate understanding of your well-being. If you find yourself doing the same thing during your next visit, maybe just stop right there and say, "No, that's not really true. I don't feel fine," and then tell him how you're really feeling. You could even call him up after the appointment and tell him that. If he's going to help you feel better, he needs to know the truth about your response to treatment.
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