There is no reason whatsoever to tell them why you are leaving. Especially if it is because of a very private matter. If they ask "why are you leaving" you can truthfully say "because I feel the new position is much better for me". That's all you need to say. If they want more reasons, you tell them "I told you I feel the new position is much better for me, and that's all I'm going to say".
If they don't understand that you would leave for a better position, well, that's their problem, not yours.
Update: One answer remarked that leaving a company unhappy might lead to future problems. Not telling the company why you are leaving (which they have no right to know, and should have no expectation to know) is very low on the list of things to make the former company unhappy. Leaving with bad timing for the company would be a lot higher; it should be avoided unless it hurts you. Punching your boss would be very high on the list and should really be avoided unless you are acting in self defence :-) So I do not at all think you should tell them why you are leaving and where you are going to to avoid future problems.
But in this case, telling the ex-employer that you had psychological consultations, that's asking for trouble. Imagine you apply for a new job and someone there says "you shouldn't hire userxxxxx because he or she is not quite right in their head". Totally unfair, quite possibly illegal, but it will hurt you. If someone said "he left the company where I worked and didn't tell anything why he left except some very vague reason", the reply is very likely to be "so what? What did you expect?"
In a different situation, if you really want to help your employer improve for altruistic reasons: No good deed ever goes unpunished :-( Anything you say that would be helpful will be stepping on someone's toes. "If you feel so bad about this company, then we'll reduce your two weeks notice to zero days. Goodbye".