CBT isn't for everybody. Regardless of there being evidence claims saying things like "CBT is effective for OCD", which I'm not doubting are true, we also can't escape the fact that we are all extremely unique individuals and respond to different things in different ways, and we have to find what works for us best. So it's worth trying CBT, particularly in the UK where that's probably the only thing you'll end up getting offered on the NHS. But you might find that it's not for you, and that's okay. It doesn't mean you are wrong or failing at doing it properly, it probably just means that the particularly mode of doing things in CBT just isn't your bag. It's normally the only talking-treatment style offered on the NHS for OCD, which can lead to patients thinking there is this expectation that it is the thing that you "MUST" do, but as I say, it isn't for everyone, and we all have unique ways of responding to stuff.
I personally hated CBT and have been seeing a psychotherapist (privately), which is a more open-ended kind of talking treatment. I find this enormously helpful and much more my style than the CBT homework-style approach. I'm lucky to be able to do this privately - some places to offer low cost options if it's something you are interested in (Google "low cost therapy").
That's not to say that therapies other than CBT are completely painless. All therapy is hard work and challenging.