The news about Dan has had this question kicking through my head for a day and night, primarily because I've never considered suicide, though I suspect I've been through a depressive bout when my life took an unexpected turn for much worse.
The primary consideration I've identified is that when both my professional personal lives suddenly fell apart, I had a young son to take care of. Hopping in a car and driving across the country wasn't an option, much less something more permanent. I had a serious, nontransferable responsibility that kept me grounded and kept things in perspective.
The destruction of my life was exacerbated by the fact that much of my sense of self, purpose, and self worth was tied up in the company I was working for. My days were there, my evenings often involved colleagues who'd grown into friends and my brain's idle cycles were spent working on making it successful.
I also had a responsibility to my company and the people that I worked with. It was clear to me that leaving -- in any sense -- could result in the majority of the talented technical staff leaving. And after that the company would collapse. The people had families, mortgages, kids in college. Leaving and causing them that unwarranted pain, stress and upheaval wasn't something I wanted on my conscience.
I ended up staying, finishing building and selling the product I'd started, and leaving just as it took off. Last year (several years after I left), it represented 70% of the revenues of the firm. I left with my head held high.
My conclusion is that having these ties to the individuals in the firm and to my kid allowed me to consider my life in a larger matrix: entwined and linked to others. The thought of ripping myself out of that matrix by ending my life was anathema.
I wonder if the focus of the startup world on young, unattached, "unencumbered" founders is a mistake. These people may be most susceptible to not being part of a larger matrix and most at risk because they don't have the perspective that time can provide.
Note that I'm not suggesting that the young/unencumbered/unattached may not be successful, just that they may not be the best equipped to handle some of the rigors of this life.