I have a similar struggle with impurity as you have. Believe me, I find myself many times with a huge despair wanting to come down on me, and I am constantly going to confession. I also have depression. But I think what you should understand is that religion is not supposed to make you healthy, or to make you feel well. In fact, it is more of a burden (but a holy burden, if I may say) than anything else. The fact is that we are, during this life, in a constant battle. To be sure that, by prayers or sacraments, you will find the battle less harsh, is foolish. It certainly gives you more chances to win the battle in the end, but it will not necessarily make you feel less pain or less difficulties during the battle. Yes, a lot of Catholics strongly believe that prayers and sacraments will make temptation less strong, but there is actually no dogma that says this will happen. It can happen, and it happens sometimes, but it certainly does not happen in all cases.
Sure, you have no garantee to win the battle in the end, but by fighting you have at least one chance. However, if you give up, you have the guarantee to fail. Sure, if you give up, you will feel better, perhaps more healthy, more happy, etc. And it’s normal, because in the short run it is always easier and healthier to surrender to the enemy rather than fight. But you must think long-term: the pig is always well nourished before being sent to the slaughtherhouse.
So yes, you’re right: being a practicing Catholic doesn’t guarantee that the temptation will decrease. It is in fact quite harsh and depressing, as any great battle or war is. But it gives you confession, and with that, a chance, even if small, to win the battle in the end. And now that I think about it, the words of William Wallace in
Braveheart can perfectly be applied to the present context:
Aye, fight and you may die. Run and you’ll live – at least a while. And dying in your beds many years from now, would you be willing to trade all the days from this day to that for one chance, just one chance to come back here and tell our enemies that they may take our lives, but they’ll never take our freedom!
Now, for us, it is the same thing, except it is about the freedom of the soul, the freedom from sin.
The concept of eucatastrophe, expressed by Tolkien, also describres perfectly what we should believe in, and what we have to hope for.
P. S. : I don’t know it this may help you, but there is this famous thing callled The Nine First Fridays Devotion. Basically, if you do it properly, you can be pretty sure to win in the end (even if you fall many times before), because that is what Christ promised. Here’s a link:
https://www.americaneedsfatima.org/Our-Lord-Jesus-Christ/the-nine-first-fridays-devotion.html