I felt a slight desperation and even a bit annoyance when you said that you are leaving for good because you thought your mental illness is incurable. I agree it is incurable but I hope you understand that treatment is not about curing any mental illness but rather reducing its severity to a point where you can live your life productively. Even for me, I'm confident that I can reduce my generalized social phobia to mere shyness.
I really don't want you to go in this depressive note. It would have been so much different if you said that you were able to reduce your anxiety, but not like this! Anyway, I hope you change your mind.