That type of response would definitely make me feel helpless too. I’ve heard similar from a therapist in the past and it really upset me and made me feel terrible about myself. I’m sorry they took that kind of damaging approach. And it doesn’t make sense either. If they are treating you for depression (I thought that’s what you said but apologies if I’m wrong) and then say “no, you are not allowed to have debilitating symptoms of depression,” then why are they treating you? You wouldn’t need treatment if your symptoms weren’t impacting you in some way.
Also FWIW, regarding the whole “the therapist should never work harder than the client” common belief, I think therapists can sometimes use this to be dismissive and pressure clients to try to do more than they are capable of at the time. The client just showing up might actually be a much greater effort than whatever the therapist had to do to plan and interact with the client that day. It’s all relative.

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