Gender dysphoria is a very specific thing - so specific to the condition of being trans that for the vast majority of people it either never crosses their minds, or is never persistent to the point of seriously interfering with their lives. Other people would have less difficulty understanding us and our reasoning if GD was something most people felt at some point in their lives.
GD can make you depressed - in fact it almost certainly will if it's persistent and serious - but depression itself is usually either chemical or reactive. If it's chemical (i.e. clinical depression) there's no reason for it to spark GD. If it's reactive, it'd have to exist in response to something.