Meh. Some people like it, some people don't. Works for some people, doesn't for others. To each his/her own. But every drug has side effects and you're not actually changing anything permanently - the minute you're off the drug you're right back where you started. Psychotherapy actually changes the brain, and there are no negative side effects. That's why I prefer the later and not the former (for any issue).
Antidepressants can cause real and permanent changes to the human body. Like any drug, some of the side effects cannot always be reversed when you come off them. For example, there is thought to be a link between some antidepressants and an increased risk of type 2 diabetes.
And if you stop taking some anti-depressants without weaning down the dose you can have severe psychological side effects that can result in self harm, suicide, etc.
It is good that psychotherapy is working for you, but it doesn't work for all. The same is true of the drugs: some people respond very well, others not so much. One of the issues, particularly in the UK where I come from, is that the former (drugs) are both cheaper and more readily available than the latter. Ideally people should be able to choose the treatment that works best for them. This sadly isn't always possible.