anger is just a feeling, just like joy and boredom and all the rest of them are.
I think maybe you are doing yourself a dis-service? you are able to enjoy a good time with your pal - could you have done that the day he walked out? I bet in reality this is progress.
maybe it's just not as much progress as you would like or feel you "should" have got through by now? in which case specifically talk to your therapist about that?
I don't think processing anger is any more "wasted time" than I think processing fear/hunger/happiness is. It's all growth.
perhaps you are feeling a lot of anger because you have a lot of anger to feel?
As far as I can see you're doing all the right stuff to get through this: NOT stuffing your feelings, venting to people who understand, carrying on with your life, enjoying the things you can, seeing a therapist.
Cut yourself some slack, acknowledge that this situation isn't fair, allow yourself to grieve, I entirely trust you'll come through this in your own good time.