It's supposed to show that you can talk to someone for ever, and not solve anything whatsoever that way. As long as it's just you doing the talking -- whether by virtue of the other person being imaginary or just not asking any uncomfortable questions -- you can rationalize anything, whether it's staying in a bad situation, or keeping doing something stupid, or whatever.
Edit:
Not the least because that's how the brain works: it doesn't seem to distinguish between sources for any information. Even just saying something yourself is actually just strengthening the engram (association in your head,) not helping solve anything or organize your thoughts in any meaningful way.
In a study people were asked what their political views were, and then were asked to write for exercise sake, write an essay defending the polar opposite of it. You know, just as a BS exercise. After two weeks their views were already shifting towards what they wrote. Even knowing that the source was just yourself taking the piss, the brain doesn't distinguish that as a source to discard. It goes into the same pile of associations that form your world model.
Hell, even using an engram strengthens it. If you decided to every time go right when you enter a shop, for no particular reason, after a while you start doing it automatically. Just the fact that that "enter shop => go right" association keeps getting accessed makes it stronger.
So, yeah, asking someone to just sit and listen why you keep talking about why you keep doing X, or why you don't do Y, or why you don't get out of situation Z, and not ask any uncomfortable questions, isn't them helping you sort out your thoughts. It's them being an enabler while you hammer those rationalizations into your head even harder.
Edit 2:
Also, no amount of talking will change the chemical balance in your brain, that affects the expected outcomes. So IF the root problem preventing you from dealing with some situation, no amount of talking about it will change that. Even if you somehow avoided strengthening some bad engrams -- which you can't -- at the end of the day the voting in your head as to whether to do something or not, will still be biased in the same direction. If that scale is biased towards "nah, that's hopeless", without some way of bringing it to the centre, it stays that way. And talking doesn't change that balance.