Other people mentioned that there is a known link between T1D and depression, but did not mention any details. I personally don't think this needs to be anything physiological. As a T1 myself, I fully understand the huge potential for depression and burn out with this disease. It is clearly not the "worst" disease in existence (and it is difficult to come up with a metric for defining "better" and "worse" anyway), but it is somewhat special in its sheer relentlessness.

You are required to micromanage it. You need to make sometimes very complex decisions every day, multiple times a day, about administering and deciding the dosage of a hormone that is very potent and can cause you to suffer heart arrhythmia and impaired or even loss of consciousness if the dosage is too high (and what is "too high" and "too low" can be very difficult to estimate), You can end up in "rollercoasters" where your blood glucose level bounces up and down, which, if severe enough, can drain you of all energy and ruin your day. Sometimes your efforts can be in vain - your blood glucose level is just crazy and uncontrollable. And you can't postpone the micromanagement, you can't take a break. This can grind your psyche down easily. Of course not all days are nightmarish like this, but it can get very bad at times. So I am not at all surprised about a clear correlation between T1D and depression, anxiety, burnout. This mental toll alone is already a big enough factor to explain said correlation.