I believe one of the first contestant to be voted home - ever - committed suicide shortly after [1].
It was a big deal in Scandinavia 20 years ago, and I'm surprised that shows to this day apparently don't ask contestant to take therapy to prevent such outcomes.
In the grand scheme of things, that is pretty cheap, and even a penny pinching, greedy, neo capitalist, TV-produce would presumably see the benefit in avoiding these kind of things.
[1] https://www.vg.no/rampelys/tv/begikk-selvmord-etter-deltakel...