Yeah, I know what you are saying. I used to have that with feeling reports, too. I'd say that I felt mad or scared or whatever and my old (CBT therapists) would launch into ways to challenge those beliefs that resulted in the feelings. My current therapist (not CBT) doesn't do that, however, instead he says something to show that he empathises with my feeling.

Is part of it the CBT / not CBT orientation? Perhaps. I think that certain people (people who are very 'rationally' oriented and very 'action' oriented) tend to be drawn to CBT and that certain people (people who are more 'feeling' oriented and / or interested in complexities of interpretation) tend to be drawn to other varieties. I do think that it is possible for a good therapist to 'transcend' the limitations of the theory (and all theories are limited to a certain extent) but I do think that it takes a special kind of person to do that. But then... I think that it takes a special kind of person to be a good therapist for clients with complex issues, I guess.