This is the Catholic Church's position, and it's a recent position. Used to be, Catholics who committed suicide were unable to get a Catholic burial, and were believed to be condemned to hell as unrepentant murderers. Judaism likewise holds that committing suicide is proof of not being in one's right mind, and therefore not culpable for wrongdoing, but it's mostly semantics, given the lack of afterlife.

Most people who haven't been depressed, or have only been situationally depressed, can't fathom the idea of being pulled down relentlessly by a sadness that has nothing to do with what's going on in their lives.

Exactly.