Why do you have to "accept" the "fact"? Let it just be what it is. So you use drugs to cope. There are other ways to cope and/or get rid of the anxiety and depression. The drugs aren't helping anything, are just adding stress (minimally) to whatever your original difficulties are. "Coping" is over-rated; start thinking about ways to get rid of the original problems so you don't need to "cope" at all.

Or, decide if you want to continuing coping with drugs or learn other ways. Instead of experimenting with drugs, do some experimenting with just letting the anxiety and depression be there. Experiment with doing things that make you anxious (talking to people, say) or starting a healthy habit/getting up the same time every morning and starting a routine with shower, breakfast, etc., for a week straight. Pretend you're a scientist and invent possibly healthy experiments to try on yourself; what does eating a good breakfast do for you, for example? What does walking around the block at Noon each day do? What do you "discover"? :-) Take your cell phone and take a single photograph a day to illustrate your day; make a list of what makes you anxious or depressed and get those things out of your head, onto paper where you can "see" them and devise ways to work on solving those "problems".

There's no point arguing with other people's opinions (with therapists' that you are a "user"). Just agree they see it that way and move forward. What if they're right? Pretend they're right? What change could happen? It does not seem to be working the way you are doing things now so "borrow" another person's point of view for awhile, see if their way of working might serve you better?