What you don't understand, unless you've "been there" (and there are many of us who've "been there," or at least close, but survived), is that a person who is severely depressed is in such pain that he or she simply can only desire for the pain to stop, at just about any cost -- and is pretty much no longer able to think about ANY consideration except finding a way to stop the pain.
And people tell you, "I know what you're going through." I'm sorry, but unless you've been there -- NO, you DON'T.