I wouldn’t call it a delusion. But I understand where you’re coming from. Certainly if someone doesn’t want to change anything about themselves then therapy won’t change them by force, it’s just not something an ethical practice would ever do. However, on psychology we start from the premise that changing oneself is the first step at changing one’s circumstances. Things don’t get better by wishful thinking or spontaneously, change requires actions, and thoughts precede actions. Expecting different results from the same behaviors and thought patterns is, itself, a delusion.