I think the problem is more that most people only learn about the Great Depression in a strictly historical context and only the theories about its causes that were popularly discussed at the time make their way into high school history textbooks. I doubt there are many serious scholars of the Great Depression these days would talk about the stock market crash as causing the depression. However, all the policy makers at the time knew about the stockmarket crash because it was obvious. The monthly industrial production numbers took months to assemble and while they show a decline that started well before the crash that information wasn't available to politicians until well after information about the stock market was. And it never really made the newspapers or got into the public consciousness.