The problem is whether people like to admit or not is that it does work. And as someone who thinks about killing themselves often, ironically one of the only things that keeps me going is knowing suicide is always option if I can't fight anymore.
I'll also mention a lot of people don't have close family/friends and either way in my opinion it would be selfish of them to want me to continue living and suffering just so they don't feel bad.
If the main reason your not ending your suffering is because you don't want someone to feel bad then I'd argue you're dealing with depression in a completely unproductive way.