For instance, Wyoming has an abnormally high per-capita suicide rate, so it's not hard to find articles that attempt to investigate the reasons for it (e.g. https://fivethirtyeight.com/features/suicide-in-wyoming/). In this case, local culture and the higher rate of per-capita gun ownership is mentioned as likely reasons.
You also have the differences in the rate of death by drug overdose in different states (https://www.cdc.gov/drugoverdose/data/statedeaths.html). In a different culture, without access to firearms, people who commit suicide by firearm might otherwise turn to opioids to relieve their pain.
Questions like this lead to complicated answers, but fortunately we have access to more data than ever before and, with some effort, a few answers can be teased out for anyone that's curious enough.
You are using one statistic to question a massive (2.5 million people), multiple year study by two well-respected firms. Perhaps it's complicated?
Suicidal thoughts are often strong but momentary. If there is a gun available, one can take action on the feelings before they pass makeing a momentary thought permanent. Heartbreaking.
So my hypothesis is that the same restrictions on society and or culture that decrease the chance of suicide also reduce wellbeing.
I recall reading a study correlating elevation with suicide. It might explain the suicide rates in MT/WY/CO.
Found it!
http://theconversation.com/the-curious-relationship-between-...