Well, I don't know about Dehaka personally, but the zerg in general do seem to think the protoss lack something. Presumably this is the zerg purity of essence. (Completely different use of the word 'essence' to what Dehaka means when he says it, to be clear.) I suspect that only the most advanced and intelligent zerg - the Overmind, the cerebrates, etc. - would be capable of comprehending this. The protoss are not united in a singular, perfect will. The zerg Swarm is a single organism: many forms, but one mind, one will, one essence. From the zerg perspective, the protoss have sort of started groping their way towards purity of essence, through the Khala, but the Khala is insufficient. Individual protoss can still disagree, rebel, and so on. That weakens them.
Yet... it's interesting because by creating Kerrigan, the Overmind seemed to tacitly admit that purity of essence isn't enough. Some diversity of essence can help strengthen the Swarm as a whole. Kerrigan's broodmothers have a similar philosophy: they were supposed to fight each other, and explore different tactical approaches. What the Overmind must have wanted to do was find some way to combine all the strengths of diversity (different ideas, creativity, etc.) with all the strengths of unity (no rebellion, perfect coordination, etc.).
That might just have been an impossible task. And it's the central theme of Starcraft again! Order versus individualism.