Therapy is medical treatment, and if you need to you can apply for partial FMLA to get enough time to get the treatment you need. In the long run, it's better for employers to have healthy employees who can fully function, than to have employees who never take time off, even for lunch. I'm not sure how much you are willing to tell your boss. I'm finding that it's a lot easier to be open and stop trying to hide parts of me from various people.