yes, you do make sense. I guess, from my limited experience of this area, that whilst victim support are there primarily to support you before, during and in the aftermath of the case, they will have some experience (or at least, understanding) that being a victim of crime can affect different people in different ways, much in the way that being a victim of fraud is different to being a victim of attempted murder. People will react differently and separate crimes will provoke different reactions. Being a victim is not only about losing something (like your property) its about trying to rebuild your life after that loss, and how you feel about that loss. For example, if you were burgled, VS will not only help you with claiming on your insurance, but also the feelings of shock, insecurity etc that come with that type of crime. So, no don't worry: is it okay to talk about things like depression resulting from what you experienced.
Anyway, I imagine that if your case is serious, as it sounds it is, you rvictim support worker will be experienced in this area and have met other people who have been through what you have. Don't be afraid to talk to them. They wouldn't have signed up to VS if they weren't willing to help you.