Learning to accept failure on multiple levels is, to my way of thinking, the key to become a world-class therapist. But that means humility, and setting your ego aside, while you develop superb new technical skills.
Depression can seem worse than terminal cancer, because most cancer patients feel loved and they have hope and self-esteem.
There is no 'ultimate goal of therapy.' Thinking there is some ultimate or universal goal of therapy is one of the most fundamental errors of our field. To me, that concept is rather arrogant, as if therapists were some kind of spiritual experts who knew what human beings are supposed to be like.