Is it normal that therapy hasn't helped me (2 years so far)

I've been going to therapy for 2 years now. I went because I acknowledged a problem with excessive gay porn viewing and my sexual confusion. Long story short, I've been to three therapists. We've spent thousands on therapy and my parents are desperate to help me out. Unfortunately, the therapists did no good. The first one seemed nervous all the time and did not handle time well, the second one told my parents that I'm "too hard to read", and the third one I'm currently with is ok but very expensive and he seems to worry too much about prescribing medicines for my depression..
my last therapist encouraged to experiment with my guy friend and it turned out horribly (the guy is anti-social...literally a sociopath as I suspected but my therapist didn't believe me)
long story short, I have no better grasp on my sexual identity and remain depressed as usual.