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However, out-of-the-box LLMs respond fluently and empathetically, yet collapse into validation & reflection, regardless of what the user actually needs. They know theoretical CBT (scoring up to 96% accuracy on licensing exam questions) but fail to apply it effectively. We explore this gap with a knowledge-guided framework that treats CBT dialogue as controlled affective reasoning: user narratives are decomposed into Beck's Cognitive Conceptualization structure, grounded in clinical SNOMED CT concepts validated via Natural Language Inference, and a Multiple Chain-of-Thought (MCoT) strategy selection between Validation & Reflection, Socratic Questioning, or Alternative Perspectives. 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