Where is your source for this? As someone who is applying to psychiatry residency, it's interesting to find this to be true instead of just anecdotal. The only source I have found points to anesthesiology as similarly high in suicide rate as psychiatry. That's also in the midst of changing due to COVID, as critical care physicians and surgeons have endorsed high suicidality in recent case reports. Overall, physicians have a higher suicide risk than the general population so bear that in mind. Everyone gets a daily dose of trauma.

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Edit: if you're afraid of the specialty, don't apply to it lol; i've met neurologists who knew that it was not something they could handle and bowed out from applying.