People who kill themselves aren't thinking about the world around them. They are consumed with their own pain, and feel like nobody will ever understand it.
It's not just that, everyone has a breaking point. If you put someone through physical torture it's easy to imagine them reaching a breaking point where they would prefer death rather than face anymore pain. For some reason, that simple ability to identify with, and appreciate, the level of pain one can experience and its toll on a human being doesn't seem to cross over to things like depression in modern society. People undervalue the ceiling of emotional and psychological pain, which I never understand.
Just look at cases of self-harm where people physically hurt themselves, sometimes in extreme ways (breaking their own bones, burns, major lacerations) all in an attempt to cope with the emotional pain
they're experiencing. That alone should tell you just how bad depression and other mental illnesses can be. And on top of it all people that experience it also have to deal with stigmatization. No one tells someone with cancer to just look on the bright side, or that other people have it worse.