Not at all.
Often courses run by airlines in a group format can be a great start, but for some people more intensive one-on-one work is very useful.
Most airline based courses, and those that emphasise simulator work do a great job teaching about aviation safety and procedures. But if this is not your main source of anxiety, these courses can be intellectually stimulating and offer great group bonding, but it might be the case your anxieties will be best treated with less focus on aviation per se, and more on how to manage anxiety – the thoughts, sensation, feelings and behaviour which can render you feeling at a loss for what to do.
This is where a clinical psychologist who specialises in anxiety treatment and who knows about aviation can be very useful.