I study and research about anxiety disorders in children in Iran and I sometimes face questions like this and unfortunately I could not find article or book to answer that.
Even if the efficacy is the same, with regard to depression and anxiety disorders it must be considered that with children and adolescents one must be very careful in using antidepressants, especially SSRIs. So there is a greater predilection for the use of psychotherapies.
Counseling and Psychotherapy with Children and Adolescents: Theory and Practice for School and Clinical Settings
(H. Thompson Prout, Alicia L. Fedewa)
Children and adolescents are still at the age of formation, in terms of character. Thus, perhaps the counseling is easier to do, being therefore more receptive. And the transformations in their lives are faster, and the challenges.
probably it depends on the patient, on the psychotherapeutic model used too, and the experience of working with children, it works when using a cognitive and constructivist model
Psychotherapy may be more effective for adults with depression than in children and adolescents, a new study ... https://www.upi.com/amp/Health_News/2020/03/18/Psychotherapy-not-as-effective-for-kids-adolescents-with-depression-study-says/5531584539335/
Also check https://www.researchgate.net/publication/19536541_Effectiveness_of_Psychotherapy_with_Children_and_Adolescents_A_Meta-Analysis_for_Clinicians