I agree with many of your points, and want to make clear that I'm not trying to give psychology a freebie from the rigors of the scientific method. My main point is that the groupings on which these statistical analyses are performed breakdown almost entirely at an individual level. For example, let's go with middle aged asian housewives as you did, there's going to be countless subgroups within that population, all of which have their own reaction to different therapeutic techniques – some of the housewives have no children, some have 1 some have 2, etc. Likewise, they all have unique backgrounds, experiences, and genetics. This differentiation continues until you're left with the same amount of groupings as you have asian housewives. You might be able to say something to the effect that it seems asian housewives suffering from depression have the best outcomes, on average, from some specific treatment, but that information is relatively meaningless when applied on a patient-therapist level. At the individual level, there are often comorbidities and other obfuscated causes of depression that, when addressed, produce a much better outcome.
I think the best way to look at it is like this: Evaluating the efficacy of a specific therapeutic method in general (or even with respect to a single psychiatric disorder) is a bit like giving every person with any type cancer intensive chemotherapy and then saying, "oh gosh, look at how poor the outcomes of chemotherapy are... it's not a very good treatment for cancer." I guess my point is that there's a place where the individual needs to be consider in all of it. And like cancer patients, no two psychotherapy patients (regardless of diagnostic equivalence) are going to react identically to the same treatment. Science can help determine general efficacy and risk factors, but falls very far short of giving us the right answer for every person.