I think everyone heals differently. Therapy does not work for everyone. Just like meds do not work for everyone, nor does dbt or cbt.
if you are finding more balance out of therapy, more power to you. Yoga has been noted to help with mental illnesses. I'm guessing it's the meditation and discipline it fosters. You can also continue on your own with art expression. Music has been shown to help, as well as a number of other interventions.
I'm also a believer that just because studies have not been done, or have not shown correlation, it doesn't mean that the intervention or practice helps no one. I've tried several "empirically proven" methods for healing that have simply made me worse (despite mounds of research "proving" that it should be helpful. I've also made great strides using other interventions like animal therapies, art, & music. The tons of research does not yet exist on a lot of that, but people are studying it as more people are finding it helpful.
In short, do what feels right. If therapy doesn't feel like it helps, give it a break and focus on other things... there's actually a fb support group where many members do not engage in therapy. They may have other resources. Msg if you want the group name. I'm not on there a whole lot, but it's a good resource for me when I am.