Maybe this is one problem that VR can solve. Virtually simulated suicides? Virtually simulated anything. You don't have to die or hurt yourself, try X in a safe simulation first to see if you really want to go through with it.
Can't ever get that in VR unless somehow the subject does not realize it's fake.
OTOH, the most effective treatments we have for depression are almost a century old, have tons of awful side effects, and were discovered by accident (i.e. MAOIs and electroconvulsive therapy), so I'm not too optimistic in the pharmaceutical and psychiatric industries.
While video games and paper money can remove threat of consequences, VR is still extremely good at triggering ancient, subconscious brain pathways e.g. fear of heights. If regret from suicide is similar to fearing heights, then perhaps it would actually be useful?