There's no reason small children should feel comforted by a stuffed animal, but they do, and it can provide an experience very much like human contact for them.
I went through several bouts of extreme depression, and I might only be alive because I discovered the joy of breaking ceramic plates. I have no idea why the destruction of dinnerware gives me so much joy, but if things ever get too much for me, I just go to target and buy a few dozen dishes. I then take them to my local dump, which has a cement cliff you throw your trash over into the pit. I toss the plates like frisbees, and watch them sale 20 or 30 feet to the cement floor. When they crash they make a tremendous noise, like when a server accidentally drops a bunch of dishes in the kitchen at a restaurant. Except out at the dump the sound is much much louder and cleaner. Sometimes I throw one plate up really high like a clay pigeon and try to hit it with a second plate, which I only have a couple times. I've probably wasted several thousand dollars doing this.
The point of my long ramble is that strange things can save you from depression. There is no reason a chat bot can't work for some people.
Anger always finds a target, and when you don't allow yourself to be angry at someone or something the target becomes yourself and (mostly mental) illness results.
Clearly.
Woebot helped me change thought patterns that kept me from getting help and it could do so at any time of the day or night. When going to see your counsellor is too hard Woebot is only a ping away and is free.
Now not to discount your point that indeed sometimes you need words of encouragement or humans to understand complex situations but there is room for both in the grand scheme of things.