Even with leverage he's still a pervert and the whole world knows about it. That's a pretty solid reason to kill yourself.
He really had nothing that "the public" could effect and likely believed he would be spirited away to Israel at some point in a trial. He could then proceed to set up his circus in any number of locations, including superyachts (as many of the "parties" did occur on them).
This idea that he had overwhelming shame, does not make sense.