Having trouble with hypnotherapy - feeling judged and wondering if it's right for me

I just had my 3rd session with a hypnotherapist, and I'm starting to wonder if it's right for me.

The first two seemed fine. I'm doing it for anxiety, but the thing about anxiety is it blow things out of proportion, so when I actually talked things out, there's times where I felt so stupid for thinking it's actually a problem. Especially in a cases where I've held onto things for an absurdly long time. It makes me anxious and like I didn't need to be there, and since you have to be relaxed for this type of treatment to work, the session doesn't go the way it should. Also, I think the root of my problems, I realized, I had already realized in the past, it's just I never dealt with them completely to solve my problems.

Since I know what the causes are, should I just switch to CBT or some similar treatment?