We're not meant to be alone.

There's also the aspect of how Booker might view mental health and therapy in general, given the time in which he grew up and the cultural attitudes surrounding all of that.

It's also - speaking as someone who has stood on the outside of a seemingly perfect pairing - incredibly difficult to want to open up to them when you're feeling unhappy, and I can totally see Booker not wanting to "ruin" that happiness.