Anecdotally, I've found mountain people to be much crazier than normal. The desert has high drug use and has crazies, but even desert people acknowledge the mountain people are more unpredictable and unhinged.

This may or may not be fair, I don't know, but from my experience, if I'm to theorize a generalization in conjunction with this study:

Poor education. Lack of steady jobs. Low ambition. They consider themselves self-reliant people even if they take government subsidies. Don't need to work much to maintain their lifestyle. Would prefer to get a higher hourly rate, not to extrapolate to have a nice income, but to be able to work like 20% of the year, be paid in cash and also take government benefits. Which is likely also driven by the lack of steady jobs that provide healthcare to be fair. Idle time and lack of structure in their lives leading to higher drug and alcohol usage. Financial and health stress. Leading to higher suicide rates.

Study mentions altitude itself and hypoxia and controlling for income. But one could have the same income in a lower altitude location and have MUCH better access to healthcare, quality of healthcare, and steadier/structured employment than the higher altitude people that take their life.

As with most things, I think it's a combination of factors. And the altitude itself seems to be one of them. Not only from the study's stated hypoxia, but it's a lot harder to work at altitude just like it is in the desert with the heat. When people don't have steady jobs and schedules, they have idle time, and along with other pressures and stress, bad things happen.