I hear this one a lot too, and really that's fine.
Most hypnosis purely as a performance, an erotic or relaxing addition to your mind, has its "effect" in the closeness of two people, the communication of ideas from one brain to another, the scene created.
But there are things you can do.
When you relax in the bath, watch movies, watch tv, when you masturbate, when you fantasize, lose yourself in reverie.
Eyes open, eyes closed, doesn't matter. Create a vivid imaginative experience. Spend time after sessions going back over the details you feel you didn't get quite right, and review them in exacting and minor detail. Close up, zoomed in. Every suggestion, the thrill of hearing arousing words which resonate with your fetish. The joy of connection to someone else who shares your inclination.
All of this can be a springboard... for "more", but you have to work it. Hypnosis is a skill on everyone's part, hypnotist AND listener, you have to study too because you don't do this stuff alone. But rest assured it can be done and after all, you get to listen to interesting stories or turns of phrase in the meantime. Win/win.