Any beginning Sociology textbook will debunk this.
The earliest Sociologist who studied suicide, Emile Durckheim, recognized that suicide is higher is sparsely populated areas, where people have fewer opportunities to bond with their neighbors. Sparsely populated areas are usually rural, and have more conservative tendencies.
It has nothing to do with church membership, or gun ownership. In fact, church membership inhibits social deviance.
I find this conclusion very interesting. I grew up in one of the more rural parts of this country, and never knew what suicide was. The first suicide I encountered was in my mid 20s, in a urban setting. And I know of more suicides living near the Denver area than I ever knew. If anything, I find urban living much more isolating that rural living.
I lived in Albuquerque, never knew my neighbors, and in a few larger towns here in CO, never really knew my neighbors. I moved recently to a very small town, I know all of my neighbors by name, we visit, neighborhood bbqs, etc.