That's a good question. I have thought about it much over the past 40+ years. Since my father jumped off a bridge when I was thirteen and my mother chose the car/garage thing fifteen years later, I have had quite a reason to give it some thought.
My theory is that men are afraid the carbon monoxide method may take too much time, and subsequently some innocent person may come by and stop them, leaving them embarrassed and mortified.
But to me the shooting method is too messy (very inconsiderate of those coming by later). No one should have to clean up after such an affair.
When and if I should choose to take my life because of unwanted lamentable circumstances, I'm getting a friend to fly me over the ocean, have a few drinks, and eventually hop out. I'll make my escape that way. What a rush, and no nasty cleanup!
Think it through first.
Unless the door is removed, you won't be able to open the door in flight enough to jump out. (air pressure)
And he would have to be a pretty good friend. 8^)
"Razors pain you; Rivers are damp; Acids stain you; And drugs cause cramp. Guns aren't lawful; Nooses give; Gas smells awful; You might as well live." Dorothy Parker (1893-1967), U.S. humorous writer. Résumé, Enough Rope (1926).