It has nothing to do with being a millennial and everything with being a person. People go through tough times, having a voice that is solely there to help you is not a bad thing. It's safe and secure.
My wife was in a bad car wreck a few months ago, and therapy has been tremendous for her. She's not crazy, she's not unstable, she's surrounded by people who love her, but she's struggling with things.
Life is a lot more enjoyable when you approach it from a stance of life is good and it can be better. When you write off your day before you even get out of bed you're going to be miserable, and that's no way to live.