I don't think ultimatums are ethical per se.....so I think your psychiatrist was too harsh. On the other hand I can understand the idea that more has to be done beyond medication. I work in primary care and it's one thing if my patient can't or won't follow one of my treatment recommendations (ie physical therapy for pain) it's another thing if for example, I have also recommended yoga, meditation, antiinflammatories, and therapeutic massage and they have resisted all of these...well then I won't be overly inclined to be the dealer of their pain meds and do nothing else. But I work from an integrated model and therefore offer a lot of options. maybe talk to your psychiatrist about trying other therapeutic approaches such as journaling, meditation, etc?