Grace presumably doesn't have therapy becuase 90% of the things she'd need it for are classified government secrets.

As has been building up for the last couple of arcs, Grace doesn't like hiding who she is but is worried about people reacting to her beign part space-alien.

She can't get counseling for that unless she reveals to someone that she's part alien and hiding it from people.

Furthermore, survivors guilt and not being able to help is a reccuring theme in Grace's narrative: She feels guilty about not doing anything to Damien as a child. She feels guilty about people Damien hurt in the interim. She feels guilty about her friends getting hurt becuase she ran away from Damien and he forced her brothers to look for her. She felt guilty about her firneds and family being hurt becuase they went to rescue Damien...

She felt guilty about falling asleep when Abraham put his sleep spell on the school so he cold Get Ellen and people being hurt and almost killed becuase of it.

Whenever one of Grace's friends is in danger and she's not there to help, she feels bad about it--to the point that Ellen assumes that's what Grace means when Grace is asking for advice about what to do about something else.

And implies that Ellen feels the same way about the Siser III incident.

That's been addressed, but none of it has ever been fully resolved.

So all of that boiling up inside her, the guilt and anxiety that comes from surviving when others didn't or not being there to protect the friends that are weaker than you...

and then you get other sources of guilt and anxiety and they feel so much worse becuase they're sitting on top of more deep-seated stuff...

Trust me, as someone who occasionally deals with bad anxiety, that's probably Grace's problem.