Speaking as someone with a pathological fear of snakes that makes me avoid situations where there are likely to be snakes, particularly large ones, even if they are not poisonous, and in a cage. My aversion is so bad, I can't watch snakes on TV - my kids thought it was hilarious having to tell me when I could open my eyes again when watching nature programs. I know it's irrational, but choose not to go to therapy to get over it because I don't live in an area where this fear significantly disables me. If I lived in a situation where that fear was preventing me living a normal life, I would go for the therapy, even though I know I would find it intensely unpleasant.
This is different from my fear of exercise, which is based on my repeated experience that exercise makes me significantly sicker. My fear is therefore entirely rational. It is not based on any specific beliefs about the nature of that sickness, but I see no point in going to therapy because I know that if I removed my fear of exercise I would be worse off.
I'm not sure if that addresses the point you are making...