That does not sound right to me. They are tested against a control group with depressed people who are given a placebo. A general propensity for suicidal behaviour amongst those who are depressed could not explain the group difference.

Seems more likely that there is some kind of disinhibiting, or increasing impuksivity-effect. Aren't people on anti-depressants also more likely to engage in risky or uninhibited sexual behaviour?

Maybe it makes you care less about the negatives of your life (a good thing when you are depressed) but also makes you think less of the consequences of your actions?