Because nothing doesn't run the risk of encouraging catastrophizing, acting on your heightened emotions, or coming to irrational conclusions. If it's consistently able to not do those things for a variety of people that's great. But as someone who had to learn to control her panic attacks, I absolutely can see advice and recommendations that are worse than nothing.
And yeah given llms' reputation for dealing with psychosis, delusions, and suicidality, I don't trust any of the technology compared to nothing, despite knowing how difficult nothing is for panic attacks.