The conclusion of the argument is a comparison specifically between short-term and long-term relaxation training. Knowing that sometimes anxiety can decrease even without treatment doesn't weaken the claim that short-term training is sufficient for most people who end up seeking treatment. It might be tempting to think that this answer choice weakens by making any form of treatment seem less necessary. But first, this wouldn't weaken the specific claim about short-term vs. long-term treatment, and second, even if it were true that anxiety symptoms often decrease without treatment, that wouldn't mean that treatment is not beneficial or can't accelerate recovery. So this answer choice doesn't affect the argument.

All this answer choice tells us is that there are some cases where short-term training might be more expensive than long-term training. But the conclusion is about what sort of training makes more sense for most people in most cases: both types of training provide the same benefits, and short-term training is cheaper, so short-term training makes more sense for most people. Knowing about potential exceptions, where it make sense to choose long-term training, doesn't weaken this claim.

This points out an important difference between short-term and long-term training. Even if both forms of training lead to the same short-term decreases in anxiety, long-term training helps prevent recurring anxiety. This weakens the conclusion. Many people seeking anxiety treatment probably want a long-term solution, in which case the extra expense of long-term treatment might make more sense.

It might be tempting to think that this weakens the argument by making both forms of training seem like a placebo. But making two things both seem less useful doesn't effectively weaken a comparative claim that one is preferable to the other, like we have in the conclusion here. Also, notice that it's not even clear that this answer choice describes any of the patients in the stimulus. We don't know that any of the patients receiving short- or long-term treatment necessarily think their treatment will work. It's possible they don't, and it works anyway. So this doesn't affect the argument.

If anything, this strengthens the claim that short-term training is preferable to long-term training, since short-term training teaches more techniques. But notice that the premises tell us both forms of training reduce anxiety to the same degree in the short-term timeframe, so it's not clear that having more techniques makes short-term training more effective. In any case, this doesn't weaken.