I totally agree and I ge the same thing when I try to tell some people how they can eradicate anxiety. The one thing I would add is that there are certain alternative therapies which do work (hypnotherapy, NLP, reiki to name but three), so you can add that to the mindfulness and self-help.

Of course, if you don't have the belief you can work through it in the first place, you will never try these things and that's a common issue I find - people won't even try because they've already given up or think meds are the only way.