1. If you're reasonably intelligent, it's easy to see how CBT "works" within a few sessions, and afterwards you can fall into a trap of telling the therapist what you "should" say according to CBT. Because there's a very specific goal of avoiding negative thoughts and thinking patterns, it's easy to exaggerate your level of success in order to "please" the therapist, rather than admitting that you've not make any progress.
2. My larger problem is that CBT puts a primacy on thoughts over emotions that I'm not sure is warranted. The thesis is that you have a established negative thought, such as "social situations make me nervous", which becomes a self-fulfilling prophecy, and so you are always nervous in social situations.
However, I am not sure that this is truly the order of things, at least for me. I observed that, even when I studiously avoided negative thoughts like this, the underlying emotions were still often present. Being confronted with a social situation produced a physiological response that included anxiety. I might consciously rationalise that response with a thought like "this is a social situation, and social situations make me nervous", but the underlying response existed regardless.
Freudian psychotherapy has a lot of wacky ideas about unconscious desires and whatnot, but it does at least acknowledge the idea that there is something within people beyond the rational, conscious mind, and that it it can be the stronger force. In contrast, CBT seems to be a therapy born from the opposite viewpoint: that the primal, subconscious, animal brain is entirely subordinate to the rational, conscious mind. Perhaps that's true for the people who developed the therapy, but it isn't true for me.