Suicide rarely has one cause: it is difficult for statistical studies on suicide to extricate gender dysphoria from other factors.
A Swedish study  points out that it is “difficult to distinguish one [gender dysphoria] from the other [mental health conditions] with regard to suicide risk.”
A 2019 study  finds that “adolescents referred for gender dysphoria show higher rates of suicidality when compared to non-referred adolescents, but are much more similar to referred adolescents (presumably, the vast majority were cisgender) in general.”
 Swedish National Board of Health and Welfare (2020). Utvecklingen av diagnosen könsdysfori: Förekomst, samtidiga psykiatriska diagnoser och dödlighet i suicid. Socialstyrelsen. [Link]
 Zucker, K. J. (2019). Adolescents with Gender Dysphoria: Reflections on Some Contemporary Clinical and Research Issues. Archives of Sexual Behavior 48 (5). [Link]