In some ways I've never really managed to understand it.
I started HRT because I was desperate, and it was good. I stopped and that was very bad, so I started and stopped and started again and so on. I figure it doesn't really matter why, only that I know whats good for me and whats bad.
I had some pretty bad depression a couple of years ago and I was offered medication by a psych, and I refused. I increased my level of HRT instead and took another step towards transitioning, and the depression evaporated. That provided some clarity as to my situation.