I mean, that is definitely the right answer and important to be willing to keep at that conversation. I suggest that you might get a scintilla more outward agreement when you engage with people on this because at the end of the day your clients know that you personally are not actually going to be able to fill their Xanax no matter what they say. With some people unfortunately you run into a wall when you try to have this conversation as the one with the legal ability to provide them with benzos.
You can tell them all the reasons and evidence that they end up making anxiety worse until you are blue in the face but some folks will just keep doubling down. "I know my body, It's the only thing that's ever worked for my anxiety, you're a quack" etc. They often genuinely don't believe you. I share
@RomanticScience 's frustration when dealing with just that sort of situation. Sometimes I can get through with pointing out how seriously impaired they are by anxiety and ask them in what sense the medications are actually working, but this is obviously not as viable a tactic for more functional but still distressed people.
The ones who are persuaded by the health risks often will agree, taper faster than planned, then show up to their PCP's office acutely distressed and get given a refill at the strength and frequency they were taking months ago. They will be apologetic but say, "you don't understand, I just couldn't stand it." Then we have a talk about why they didn't see fit to mention to their PCP that they were actively seeing a psychiatrist.