No...sometimes things actually do get worse. It may be because things feel worse (chicken-egg argument here) - but not only did I end up feeling worse, tangible things in my life got worse because of it.

I agree with a lot of the sentiments here that the adage is an excuse. I went from someone with moderate but constant depression and anxiety to someone with severe depression and anxiety (and constant suicidal thoughts) during therapy. I believe it was because my therapist was not experienced in dealing with trauma and I was being unintentionally retraumatized. I know now that there are "methods" that are not traumatizing and that healing is possible without that level of pain. That's not to say it can be uncomfortable - I'm ok with the discomfort of stretching my beliefs and boundaries - but I think the level of agony some folks (myself included) feel during therapy is not necessary.