I don't think you necessarily need to change. It's probably the right thing to end that call if you feel like you're getting bashed. No reason to put up with that. It's totally understandable, and unfortunate. If you've put all your hope in things which have gotten away from you, and it's got lost...that's a really hard thing to survive. People should be able to put some hope and faith in you, but likely they're getting overly concerned or pitying instead.
It's easy to get sucked into negative cycles, or spiral downward if you're not getting any positive reinforcement, or enjoying life.
It might be hard to think of what's made you happy in the past too, if you're grieving for things that have made you happy, or dreams that have made you happy. I don't know whether all doctors or therapists would want you to change. I think a lot of therapists are interested in helping people process their feelings. Sometimes there's feelings that need processing to get out of despair.