No, it's because we need to breathe. Your body needs oxygen. Air pressure has little to nothing to do with it as far as I know.
Personally, I think that therapy gets very personal at times, some people would rather see a recovery without having to open up about their issues with a person who they likely do not know. They might either have a hard time opening up, feel uncomfortable, some people don’t even believe in therapy! There’s that one saying “What good will talking do?” some people really have that mentality! So they deal with their issues with meds.
The purpose of learning the medication dosages is that the wrong dosage can lead to a overdose which leads to death or other side effects