There is a difference between Doctors/shrinks and others: obligation to treat. Medical professionals have taken an oath to first do no harm. Narrow minded people have not.
Why say something about this? Because some people (myself included) visit for depression, anxiety, and other difficulties in which we decide this information is relevant. Doctors need to know what is happening in our brains before treating. If we do not share our concerns, we are only wasting our time and theirs.
Do we have to share this? No, if it is not related. Going for help with work stress, anger management, and a number of others reasons, we may not even consider it as they may be completely seperate parts of our life. Now, a few things reach into every part of our life: anxiety and depression. Deciding what is relevant is more difficult. Some may not see it related and have decided not to share. It is an individual decision.
CrazySmoker, did you consider the possibility that anxiety and depression seriously harms and limits people. This is your test for seeking help. When AB/DL activities are a portion of the anxiety and depression, do you think it is worth mentioning? When I go to the doctor with joint concerns, I usually give background details. For example, "I think my right knee is damaged because a motorcycle fell on it." The doctor will then examine the knee, determine what is actually wrong, and then decide how to treat it. Mental health is the same way. The patient shares relevant information and the doctor provides treatment. The psychiatrists know now that the motorcycle will not magically disappear; their job is treatment.