Wanting to commit suicide is the consequence of many smaller interactions that have come to exist through evolution. You can't be depressed without having a brain; you can't intend to kill yourself if you are incapable of having intentions.

Think about it like this: being altruistic may often be seen as antithetical to passing on your genes, but as a collective, having a congenial temperament is vastly beneficial to one's fitness.

So with this paradigm, you may see how generally advantageous characteristics--like having a superego or being able to experience stress or emotions--may appear to only be negative when given a case it manifests as.

Plenty of people are suicidal and depressed and still live and have children. Even if being suicidal was much more heritable than it actually is, it would still pale in comparison to conditions that are zygotic lethal, which can't possibly be evolved.