The important thing is that the research shows quite clearly that it does work.
Oh, I can give you half a dozen theories, that’s one advantage of having an MA, but I quite like the following explanation:
It’s a special kind of conversation where two people get to know one person (you) better. While we both get to know you better, many of the problems in living that caused you to attend seem to resolve, or fall away, and be seen in a different light.
Sometimes missing life-skills can be identified, and we can agree on coaching to rectify these gaps in skills, such as deep relaxation, or assertiveness.

Or we can just agree it’s magic, and let it go at that!

(if you still want a more scientific explanation, here’s one – link – that’s pretty close)