Its likely a dialectical style (which I'll explain later.) A therapy hour really isn't enough time to do skill training. The thing is... you mentioned how difficult it was to go just this single time during the week when you have this constant depression and (now) suicidal thoughts all week long.

DBT is one of the ways that constant distressing thoughts can be calmed down. The way its done is by learning skills of emotional regulation, distress tolerance, interpersonal effectiveness and surrounding everything, mindfulness.

A dialectic is about a balance vs either/or - good/bad etc. Dialectics add an "and" to difficult situations, broadening the situation, allowing it to work for you.

For instance:

it was difficult for many many DBT participants to join and stick with the group AND learning DBT skills has helped them live less distressing, more fulfilling lives