A very good question!

A friend can provide invaluable advice, but a friend cannot be impartial or unconditionally positive, nor can a friend provide professional expertise.

In counseling, you receive unconditional positive regard, no matter what.  

You also receive an impartial outlook that may provide new solutions or paths to follow.

A licensed mental health counselor also provides professional expertise in the area of mental health.

It is important to have good friends, but the goal of friendship is mutual support.

The goal of counseling is to support you alone; there is no mutual support, since the counselor's only purpose is to support you.

Sometimes you benefit from speaking to someone who is not a friend, who is impartial, non-judgmental and only there to help you.