Unfortunately it can be that way in therapy, especially with straight CBT. The focus is on the work that you do away from therapy because the skills you use doing that are what help change thought processes and tackle anxiety. If you are finding it is better to do the CBT at your own pace, perhaps consider trying to find a counselling therapist who doesn't necessarily use CBT but focuses on a person-centred or motivational interviewing technique. This way you'll have an outlet for your anxiety and concerns without feeling like all of your time with them is being dedicated to CBT.
Some of the books are great too
Whilst it is helpful to do them at your own pace, be sure to try and keep the amount you do the same every week. CBT works best when it is used regularly. Even if you work on just monitoring your mood and thoughts once a day, then increase to do more as you go along. This is where some of the websites are quite useful - you can save progress online and have a record of your mood, thoughts and activities without having to write on hundreds of pieces of paper. To my knowledge, there are also a few apps for phones where you can monitor your mood and thoughts which are helpful as they are quick and easy to use.
---------- Post added at 09:23 ---------- Previous post was at 09:20 ----------
Here's a link to one of the government supported sites over here, which I'm sure you can still access and use in another country
https://www.anxietyonline.org.au/
They ask you to complete an online assessment first so they can best determine what is the biggest issue for you and what kind of online approach you will be best suited to. After that, you have access to all of the information and activities related to your probelm, and you can work through them at your own pace
You can also repeat them when you finish the course if you'd like to do more. It really is quite an awesome site.