If you find yourself explaining the intricacies of CNN algorithms in your suicide note, consider that you are too "dug into" a bespoke topic. In 2 years, none of these math problems would be his mind at all.
They had no way out of their predicaments - it seems their mentor had forced them into a corner, where either they had to produce fraudulent work, or abandon their entire career.
I think there is also a lot of cultural pressure at play also. Being caught after producing fraudulent work is also an easy way to have the same effect of abandoning your whole career.
And without a fruitful result of your life's work, it would feel that you have wasted your whole life.
And in some cultures, that would mean being terribly judged by your family and friends, and worse.
So they did really think that they had no other options out and everything else was "worse than death".
This is why it's so important to have some "spiritual" life of some sort as you cultivate an academic career, where you can practice appreciating the truly valuable aspects of life, and be grateful and peaceful when you need to be. For many people on this path you don't learn these things until much later in life. This is reinforced by your entire life being dictated by grades and exam scores until the moment you start your research.
While killing oneself over an academic pursuit seems extreme, getting a PhD is a pretty extreme thing to do and one of those things where it seems like one's life to that point has been entirely dedicated to the pursuit.
Reading Philip Guo's "The PhD Grind" several years back ended up giving me one of those multi-year Kafkaesque nightmares that caused me to wake up in a cold sweat. I get it.