He also had a severe GI disorder that caused him constant pain, and from what I recall reading, the medical system wasn't able to properly diagnose or treat him (no surprise, our understanding of tricky GI disorders was not terribly advanced in the 90's).
IMO it's likely that some or all of his mental health struggles stemmed from a completely dysfunctional digestive system. In any case, blaming his suicide on capitalism seems like rewriting history to fit one's preferred narrative.