A short answer to your question is yes. If there has been no improvement after many months, yes, I believe, it's healthy and reasonable to doubt that your therapy has been working. The reasons why it hasn't been working aren't as important as facing the fact that it hasn't been working and it needs to be addressed.

As to what your GP said, my take on it is that our entire health-care system should be called a sick-care system instead. The way it's designed, it gives professionals all incentives in the world to keep patients coming back to them because that ensures the stability of their income. This doesn't mean that they consciously make a decision to prolong somebody's illness. It also doesn't mean that they are bad people. All it means is that when you are part of the system that compensates you for every minute you spend with the patient, every test and every procedure you give them (the more expensive the better), you will find all the reasons in the world to convince yourself and the patient that they need more time to see you, more drugs, more tests, more procedures and you'd genuinely believe your own reasoning. It's a very simple defense called "rationalization" that allows people to convince themselves that they are doing something good and useful when they aren't.