This is one of the most accurate depictions of suicide that I've heard:

“The so-called ‘psychotically depressed’ person who tries to kill herself doesn’t do so out of quote ‘hopelessness’ or any abstract conviction that life’s assets and debits do not square. And surely not because death seems suddenly appealing. The person in whom Its invisible agony reaches a certain unendurable level will kill herself the same way a trapped person will eventually jump from the window of a burning high-rise. Make no mistake about people who leap from burning windows. Their terror of falling from a great height is still just as great as it would be for you or me standing speculatively at the same window just checking out the view; i.e. the fear of falling remains a constant. The variable here is the other terror, the fire’s flames: when the flames get close enough, falling to death becomes the slightly less terrible of two terrors. It’s not desiring the fall; it’s terror of the flames. And yet nobody down on the sidewalk, looking up and yelling ‘Don’t!’ and ‘Hang on!’, can understand the jump. Not really. You’d have to have personally been trapped and felt flames to really understand a terror way beyond falling.”

-David Foster Wallace

For some, depression is an episode or collection of episodes in life. For others, it's a chronic condition. He lived decades (from other accounts) with a chronic condition and succumbed to it.

Sometimes, toxic environments contribute and I don't want to suggest otherwise, but for those with chronic unipolar depression, it is a condition that people die of. It's sad, but so long as we understand that it's illness, we can get over the polemics.

It's not "all in their head". If they don't meet society's expectations of them, then society will treat them very negatively (probably making them an outcast, if not a prisoner, depending on what happened). People in that position, in that society, take that step because they really don't have any good alternatives: society has forced it on them.

This is somewhat like saying "it's all in their head" when someone facing a life prison sentence commits suicide. Prison is essentially torture, so it's entirely rational to commit suicide if you have precisely two choices, spend the rest of your life in prison or kill yourself.