I never had problems talking in sessions per se but often felt the way you are describing post-session. I would say probably ~60% of them. A good indicator was that I usually had a strong urge to email my therapist a few hours after out meetings, and most often I did so. It was very much driven by a sometimes specific, other times diffuse feeling of not being satisfied. Wit time, I figured that I was actually causing a lot of that for myself with discussing lots of irrelevant things, distractions, and not addressing the most important issues. Of course then I feel unsatisfied. My best sessions have always been when I confronted a key problem head on and did not allow myself to go on irrelevant tangents. I must say that the Ts often welcomed the tangents (even added to it) though, even after my repeated request to keep the focus better and push me a but when I deviate.

Another class of usually unsatisfying therapy sessions for me are when the T mostly just listens passively and contributes in a vague and very superficial manner, or just validates what I am saying. That makes me feel that I'm talking to myself and paying $$ for it. I like therapy interactive.

My second T said once that it's not easy to reach to the core of my issues. I don't disagree with that, I do tend to keep walls around myself, and then cannot blame it on others that I feel misunderstood or dissatisfied. The way I can try to confront this is deciding in advance what I want to address in a session and not allowing distractions, and diving as deeply into it as time allows. Definitely feels more satisfying for me that way.