Your question comes at this correctly, in my opinion. There is indeed a buyer and a seller behind every option; but the hedging behaviour of the two need not be equivalent...
I used to work in an investment bank, and we used to call this (politely) "pin risk", or (less politely) "the gamma hammer".
The idea (not perfect, but close enough) being that the banks would hedge this more than their customers. So if the customers were net long of options (and thus gamma) while the banks were short, then any rise in spot would cause the customers' delta to rise, and the banks' to fall. The customers wanted that exposure; the banks have to hedge. The banks would have to buy a rising market (and vice versa), increasing volatility.
Conversely, if the banks' customers were net sellers of options/vol, then any rise in spot would cause the sellers' delta to fall, and the banks' delta would rise. So the banks would sell the underlying to hedge. They would sell into a rising market (and vice versa), suppressing volatility.
So what really matters here is not the intentions of the non-bank options trader, let alone their directional beliefs. It's their long-vs-short call-AND-put, the closeness of their strikes to spot, and the closeness of now to expiry, that matters. The customers don't hedge; the banks do. If they are longer of options/gamma than the banks, then the banks will increase vol... and vice versa. This will always work in the customers' favour; and against the banks' interests. Which is one reason why the banks charge a price for offering these kinds of exposures to customers... #justsaying ;-)
hope this is clear, DEM