I can think of a few reasons.
The lack of fear is the biggest difference for me. I see a therapist every other week. I started going to address a specific problem several years ago and I continued going after that problem was gone just because I found it nice to have someone who I can direct a stream of consciousness at without fear of judgement or rejection or gossip.
There’s also consistency. With few exceptions, my therapist is always there at the same time and place, every other week. She won’t bail on me because she has to work late or because she doesn’t feel like leaving the house that day or because she just started a new relationship and doesn’t have time to listen to me. She takes a two week vacation twice a year, but beyond that, she is one of the most reliable and trustworthy fixtures in my life.
It’s also very often hard to find a good therapist, and the best ones are usually booked up. A few years ago when I was first looking, I actually ended up seeing four or five different counselors/therapists before I finally found someone I liked and felt comfortable talking to. And each time I switched it was this process of making calls to see if they’re accepting new clients and then when I finally found someone who wasn’t completely full, the first appointment was usually at least a month out. This is important if you have recurring issues. After my original reason for counseling had been “resolved” I stopped going. But then something else came up a few months later and I tried to schedule another appointment and it took me almost three months to get back in to see her. After that, I just decided to keep a standing appointment, “just in case,” and for the times I don’t have any actual direction or goal in mind, I just talk about what’s going on in my life and she often provides what I feel is valuable insight from the standpoint of an impartial observer.
That bring me to my fourth reason. For me, it’s really cheap. My therapist charges (I think) $250 per hour. My insurance covers all but $15 of that. Cheaper than going to a bar twice a month…