I think the analogy here is All Wrong, surely it should be with "talking cures" for other problems - for instance one could compare ex-gay therapy to talking cures for Being Trans (which, er, also don't work very well...) or you could bring in psych issues that can actually be helped with therapy or therapy in conjunction with psych drugs.

I think a much more interesting question would be more like "why do we treat trans people by providing them with the body they want but anorexics by talking them out of it?" to which there are a lot of answers but I think the most persuasive is "some of these things actually work and others of them don't". In my fantasy-land ideal world people would have the option of changing the way their brains and their bodies look and work in whatever way they please (this might run into FAIL with social pressure to be a certain way though) with a combination of drugs, surgery, therapy, whatever; unfortunately we are stuck with medical science as it actually is, and some things are currently beyond us.

There are also questions like "why are people seeking therapy to stop being gay" which I think highlight "interesting" (ugh) features of our society.