I don't know....I was always one of those people who found Season 5 to be the heavier/more depressing season but then I think the two seasons are heavy in such different ways that maybe it's incomparable.
For me it's season 5 because everything just seemed to be building up on top of Buffy- her Mom getting sick (then dying), finding out her sister of 14 years is her key of 6 months, having the constant threat of Glory on her family, realizing her own potentially short lifespan, Riley leaving, being head of a household, Glory taking Dawn, the threat of Dawn dying too.....season 5 depresses me more I think because while the badness of season 6 is shared amongst all the characters (each having their own story) in season 5 it seems to be Buffy who is the one suffering constantly, and in The Gift I always feel that same sense of peace she herself gets when she realizes how she can save Dawn. She was done, finished at that point and ready. But I've dealt with finding out a close relative was in fact adopted, I've dealt with cancer in the family and I've dealt with the death of a parental figure and all this was in fact before I was 20...so maybe it's an empathy that causes me to think season 5 is so much sadder and darker.
And while I love Dawn, I understand what you mean LT by saying she makes you sad sometimes; I get the same way sometimes. It's like Dawn signifies a lot of bad things to come and essentally BtVS as we have known it for nearly five years. And I always get that niggling feeling at times "but Buffy is really an only child....and things were so much simpler then" so I think it derives from that.
Whereas season 6 is very sad in Buffy coming back from Hell, Willow losing herself to the majiks etc these are all very BtVS specfic issues and so I can empathize with them less. And even the more human things have never happened to me (a Spuffyesque relationship, being left at the altar, kleptomania...) and the only part of season 6 that makes me reach the same amount of sadness I was forced into in season 5 is the death of Tara which as you all know doesn't happen to the very end.
But maybe someone who can relate more to season 6 or perhaps someone who hasn't experience death etc yet (lucky them) would find Season 5 the less depressing of the two, but for me it will always be season 5. I think it's a fantastic year and ironically one of my favorites, but it does always make me sad. And I think season 6 has a lot more break-in-lighter episodes such as OMWF, Tabula Rasa etc