There are so many things other than therapy to try for self-improvement and, IMO, often it's best to experiment with a bunch simultaneously rather than trying to rely on one only. Also, therapy (even with the best fitting T) definitely does not work for everyone. It did little for me personally while many others self-help and lifestyle things can be very effective (e.g. good eating and sleep habits, exercise, scheduling, surrounding myself with positive and compatible people, choosing rewarding and highly enjoyable occupations etc). I have a certain default tendency for self-destructive behaviors but I never wanted to accept engaging in them and not caring, I am just trying to accept they are part of me and minimize the harm by choosing less negative outlets. And balancing with lots of constructive, positive activities. Not skills per se but actions, positive environment, good people, fulfilling engagements.

There will always be people on this forum who suggest not giving up on therapy or that it may work someday if you find the right T at the right time, because they have found it helpful. I think that's great but no one should feel that they are not doing something right because therapy is not for them. In my case, for example, I love these discussions on psychology and therapy and they have a positive effect, but actual therapy did not or very minimally. To each their own