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Gender dysphoria is a psychological phenomenon that has been observed repeatedly - over and over and over again - across cultures and nations and different historical time frames. Like being gay (though with less frequency), there have been many hundreds of thousands of people reporting this condition over the decades. It's an observed phenomenon. Countless patients repeatedly (and independently) reporting the same symptoms, over and over to different psychologists and psychiatrists in different countries and different cultures, all describing similar and consistent mental phenomenon that constitute a discrete and repeated set of symptoms and experiences - an actual psychological condition that we have labeled gender dysphoria.
We haven't seen that with race. If there had been hundreds of thousands of people in countries all around the world who were experiencing severe, oft-times unbearable, psychological trauma associated with not being the "right" race, then we might similarly identify that as a thing that exists in the world.
Actually, this is not entirely true. For black people in places like the US and South Africa "passing" is a real phenomenon where one's cultural designation in a race hierarchy is inconsistent with their racial lineage. The psychological trauma of passing is real, and comes at the cost of having to deny family, culture, and the trauma of occupying a position of privilege while those in your race of origin continue to suffer.