Yes but isn't this pretty fundamental to the process? You could look for more qualified/expensive people, but even if it were free and everyone was extremely qualified then there's still customer-satisfaction metrics to try and game.

To bring it back towards exercise, it's fair to say that it literally cannot hurt and might help, which is more than you can say about therapy. And at least it is very, very telling whether a therapist is working questions about sleep/exercise into the very first interactions. Anyone who does not is definitely a quack.