Personally, a combination of cost, admin, and negative past experiences. I do now pay for private therapy, something I know I'm incredibly lucky to be in a position to do, but it took me several years after my last attempt at therapy to build up to it again.
My first two attempts at therapy were arranged through healthcare services, both of which offered exclusively CBT. Firstly, I'm autistic and CBT is now recognised to be pretty ineffective for people with ASD (with the exception of specifically modified CBT). Secondly, I wasn't on any medication and, looking back, without the help of antidepressants I simply was not in the right mindset to get anything out of it. I desperately wanted it to work but I spent every session feeling patronised and ultimately, like nothing would ever be able to help me unless I could do what the therapist was telling me and figure it out for myself. After that I didn't go back for about five years, until I hit a crisis point when I knew I had to go back to therapy or risk losing everything I cared about.
My most recent, and successful, experience with therapy is a combined approach of DBT, transactional analysis, talk therapy, and interpersonal therapy. It has been absolutely invaluable and continues to be, I have a fantastic rapport with my therapist and we've expanded the scope of my counselling over the years as old problems have faded into the background and new challenges have emerged.
To get here, though, I had to do my own research. I was in dire need of help, but I refused to return to CBT. I looked through different types of therapy and found DBT, which from the outset sounded like something that would actually work rather than something I was just desperately hoping would work. The concept met me where I was with the ethos of radical acceptance; the idea that I can learn to work with my negative feelings and learn how to handle them rather than try and force my brain not to have those feelings at all. Of course, my request for a DBT referral was immediately shot down by the GP because "everyone feels like this in their twenties" with the recommendation to "wait five years and see if you still need it." Starting from scratch, I then had to research therapists, set up initial meetings and choose someone I felt I could build a good working relationship with, which I couldn't have done without my family and friends' help to write emails and pick up the phone.
As I say, I was lucky to have those resources, and I was even luckier to have them at a time when I could dedicate the mental energy to the whole process. I do not blame anyone for feeling like therapy is useless based on their past experience, as I know many people who feel that way. Justifiably, I think, considering some people's history with it. Equally, for a lot of people therapy is effectively impossible to access, either the research and communication is too daunting or it is simply too expensive. I really, really wish there was an easy answer but at the moment, I just can't see it.