I didn't think I did. I came off them without consulting anyone. It wasn't until I went back on them a year or so later that I realised what a horrible person I'd been during that time. It's up there as one of my massive regrets. Sure, I don't feel "better" while I take them but they do stop me from being the worst version of myself. I know that now.
I had a similar experience. I was taking Seroxat for years, and then I thought that they didn't really help me that much because I still felt down.
I was taking the highest possible dose, so I gradually weened myself, for about a year.
A few months after I stopped completely, I realized that I am feeling much worse, and was reminded of how I felt
before taking meds. So I got back on meds.
What I did learn is that I don't need to be on the highest dose. A low dose was just as good for me.
So without meds I felt awful. With meds I just feel "meh" - which isn't great, but is a world of difference for me.
I still have negative thoughts, but I brush them off much more easily, and they are less frequent.