Interesting question....
I have a condition called achalasia. It's a motility disorder of the esophagus. It can be very painful physically at times. It's rather difficult to explain.
I also suffer from major depressive disorder and generalized anxiety disorder. I'm sure you are familiar with the ramifications of those.

If I were able to choose to have one OR the other...I think I would choose the achalasia because at least there is concrete evidence of that. Realistically, my achalasia contributes to my depression and anxiety, but you can't "see" them with any kind of physical test.
Of course, ideally, I would prefer to have none- physical or mental- but....