Distortion is often shown in the form of a frequency sweep to show how it varies over frequency. That is not the same as a frequency response plot, which shows how the output deviates from an ideal flat horizontal line at the test frequency. Distortion is caused by nonlinearities in the amplifier (or whatever) and adds frequencies not in the original source. Deviations in the frequency response are not usually nonlinear; they change the amplitude over frequency, but do not add other distortion products (no additional frequencies). They are different tests measuring different things.
Another way to think of it is that a frequency response plot sends out a series of frequencies, one at a time, and measures the response at just that frequency to generate a plot. E.g. step frequency 10 Hz, 20 Hz,.... to 20 kHz or beyond (usually more points are taken). Any change from a flat line is recorded but that can be due to a linear thing, like something loading the output down at a particular frequency, that reduces the output but does not add distortion. And if it did, the frequency response plot would not measure it. Each point in the frequency response plot is just the amplitude of the signal at that single fundamental frequency.
In contrast, at each point of a distortion plot a number (typically 10) frequencies are measured to assess the distortion at each frequency. At 10 Hz, there will be the fundamental tone of 10 Hz measured for reference, and then measurements at 20, 30, 40, 50, 60, 70, 80, 90, 100 Hz to capture harmonics of the 10 Hz input to see how much distortion is generated. If the amplifier were perfect, all the harmonics would measure 0 amplitude. You root-sum-square (RSS, sqrt(a^2 + b^2 + ...) for however many terms you wish to include) the energy in all the harmonics and compare that to the fundamental signal level to calculate the distortion. Each point on the distortion plot is a ratio of the signal to the RSS of all the distortion terms (THD typically uses ten points).
HTH - Don