EAP counselor cut session short—nothing to say?

Went to the doctor for depression. Got anti-depressants and an instruction to try therapy. Went through EAP as going through insurance takes ages. First session the EAP counselor asked what I wanted to talk about and when I said I don't know she just urged me to start the antidepressants and ended the session after 20 minutes. Second session I told her the antidepressants seem to be helping a lot and it's hard to tell what to talk about when things are going so good but that my mood goes up and down a lot. This time she ended the session after ten minutes and said to make another appointment when I feel I need to.

Is this normal? Is this not true therapy since it's through EAP? Having never done therapy before I guess I was hoping for more guidance. Not sure whether it's worth trying again or if this is just how it goes.