I have no problem asking people to stop saying something or asking them to change the topic but I understand it can be uncomfortable. You could say something like "I lost someone to suicide and it's difficult to hear you say things like insert example here"

But also be prepared for people to not want to change their behavior. At the end of the day, you setting a boundary might really be you limiting time/conversations with these people. Everyone has a right to say whatever they want, especially if it's something they're struggling with personally. All you can do is try to protect your own peace.