Twiddling my fingers right now I have so many things to say about this. This sort of topic has been in the back of my mind a lot because of a little something that I've been working on, but anyway!
I think the only time where therapy ALONE could have been very impactful for Clive is right after his parents died and if it was something he kept doing for a long time. It could have been the way for Clive to stop the downward spiral before it happened and a way to learn to channel his anger and grief towards something less destructive towards himself or others.
But by the time Constance is dead, he's doing journalism as a part of his revenge plan, and has a crap ton of money? Oh, no. A therapist would not be able to reach him. Clive would have to tell the therapist directly about his revenge plan in order for them to truly understand what's going on with him psychologically, and he's never gonna risk that. I think at this point he would view therapy as a place for hollow platitudes that can never be the "real" answer to his problems. Is this actually true? No, but Clive's at the stage with his mental illness where he's rejecting anything that could be marginally helpful for whatever reason he can come up with.
Even after the events of Unwound Future when Clive has recognized how dangerous of a spiral he was living in, I still don't think therapy would be that impactful, especially without any other resources. I think his specific, severe crimes would make it difficult for a therapist to approach him at all, let alone in an unbiased, kind manner. I think this time around, Clive would at least try to engage with a therapist, but he'd always tell himself that these medical professionals don't really "know" him. Clive always needs someone to talk to more for the emotional connection rather than the intellectual discussion. Clive was ultimately saved because of great acts of compassion twice, after all. At some point, a therapist would probably just start telling him things that he's already figured out. I think Clive is the type to who, on an intellectual level, understands his mistakes and what led him there, but is frustrated at his inability to unlearn negative thought patterns even after figuring them out.
That is not to say that Clive is incapable of being a better person or getting a better handle on his demons (canon implies otherwise), it's just that he needs a LOT of support that his current situation in prison can't give him. What I think would be far more impactful for him is a support system, a newfound sense of purpose, a lot of compassion, and generally positive things in his life that can actually give an alternative to the bad, but that's only if he's given the chance. The chance to practice being good again.
I like to imagine that even a more "well-adjusted" Clive still has plenty of bad days/bad moments. He would feel kinda lobotomized to me if that wasn't the case, but I imagine that time, practice, and resources would give him the tools to not lean into those extremely self-destructive tendencies. Maybe after a lot of time has passed, therapy could wrap back around to being helpful as a way to stay on top of things.
TLDR: Therapy couldn't fix Clive because he needs so many more things than that, and even then said things are to remedy his symptoms, not make them go away entirely.