I can certainly speak to that, being a stigma researcher. I think you raise a really important point. The fact that someone has a mental illness does not mean they're stigmatized. They're perhaps diagnosed with a stigmatizing condition, but the literature reveals there's a range: people can fall along a stigma continuum, ranging from feeling empowered to feeling indifferent.
The fact that someone is using mental health services or is diagnosed with a mental illness does not mean they experience stigma. In my own research, as I described earlier, to my surprise, only 11% of my population has high experiences, quantitatively measured, on internalized stigma measures. So there's a great range of experiences when it comes to stigma.
Often, when we talk about stigma, it's being used very atheoretically in current culture, without attending to the complexity of the issue, as well as the range of people's personal experiences. So I take your point regarding the range of experiences. It's certainly reflected in the research literature around stigma and in my own research and experience as well.