See, that's the thing. Pickle Rick was funny because he went through all that bullshit just to avoid going to therapy. The show was making an excellent point about how stigmatized therapy is, and how bettering yourself is hard work, work many people just don't want to do. (Basically, "men would rather turn themselves into pickles than go to therapy.")

Of course, any actual nuance is lost on the "high IQ" R&M fans. I've always seen Rick as similar to Eric Cartman or the Joker: if you idolize him, you missed the point.