I have a 23 year old son seeing a therapist. We pay for it.

What about saying this?
"Mom and Dad, I really want to go to therapy, but Dr. X just doesn't seem to be able to help much. Would you help me find a new therapist? I'd like to try someone else and keep going to therapy."

As a parent, I would totally understand and support this and not ask too many questions. I would get busy and hustle around to try to help find a new therapist.