Sure, but it'd be kind of a several week long class to answer this question and the answers would not be consistent amongst therapists outside of maybe your example (although DBT has efficacy for many things). It's true that a connection with the therapist matters, but also the modality that the therapist is familiar and comfortable with does as well, potentially much more than the person's primary condition. I'm not saying studies on psychotherapy aren't done, they are, but they are hard to generalize and then apply to any given patient in your office. There's not clear benefit to running a study that does a head to head benefits of whether CBT is more effective in MDD than GAD. It's usually more to see if the therapy is effective at all for a given condition and then you get into a mess of comparing already vague studies against each other to try to see. In the end, the main barrier is always going to be getting a therapist and once you do, I'd recommend going with what they recommend because, regardless of what is going on with you, they know their own skills best.