Silence

Sitting in silence does not accomplish anything. It would also make me really anxious. Idk why a therapist would suggest this.

Yes, my 2nd post wasn't aimed at your whole session of silence. I'd covered that in my first post.
I was pointing out that silence is a part of the work.
Apart from your post here, and I don't feel a whole session determined by a T would be helpful, but silence by the client is part of therapy.
I think I wrote this before. I had a conversion with T once where she spoke of a French analysis who had a client come for 3 months. He never spoke a word. At the end of that 3 months he thanked the analyst and said he found the sessions very beneficial.
I read some seeming defensive around silence. That in itself would be worth exploring.

Lately sessions have been kind of useless - we talk, we talk, I cry, we talk some more, session end. I think now that maybe that's why T wants to not talk for a session? Because talking has been useless lately? I'm not sure.

What makes you feel that your recent sessions have been useless?

I just feel so bad, and therapy doesn't make me feel better/relieved/less tense/anything. Nor are we working on anything long-term. We do some work on anxiety, but being less anxious doesn't make me feel less bad so it doesn't really matter. I want to feel better (less depressed) and therapy isn't working in that regard.

Someone is getting paid for this brilliant idea?

Not sure that therapy necessarily makes one feel better in the short term. But I think there should be a feeling of purpose, and a feeling of a sense that there will be relief to come. A sense of hopefulness and validation. If you're not getting even a glimmer of such feelings then it may be time to address this directly with your T. A frank talk about your expectations and hers and what you can and can't expect from therapy may be helpful.

It was pretty rare in my experience that any one session left me feeling better in the sense of a bad feeling disappearing; but sessions never felt useless, and I could feel faith that things would improve, even when I couldn't envision what that improvement would look like. If that's missing from your experience, then it's important to find out why and what you both can do about it.

Maybe your T is trying to think creatively, think out of the box, try something different. Maybe in the shared eye contact or discomfort or connection, or whatever, something might come up for you that will be useful in later sessions. If my T suggested this I'd probably give it a try. I always go into my sessions with a plan and with topics up my sleeve to talk about in case I need them. I think that for me all these topics are a form of defense and protection and one day I will try to ditch them. I'd be scared to go in without a plan.