You have obviously never been depressed - really horribly deeply depressed. It's nowhere near as simple as you think.
When you really can't see the point of anything, and hate being alive, you're simply not going to see the point of carrying on. Changing everything for a different experience of life? It just doesn't seem worth it.
I haven't been right down to the very bottom myself, or I wouldn't still be here. It's like a black hole, you can get to within a certain distance of it and still pull back. That's the stage where your advice holds water. But past the 'event horizon' there's no coming back, and no amount of advice will counter that slippery slope to oblivion.
That's the tragedy of suicide. If only we could stop people from getting so very very low that there's no way back, we could achieve something. But in a society where personal freedom is valued as much as we do, people are free to be left alone in their misery without any helpful intervention until it's too late. Too many of us just don't have enough positive social contact to keep a healthy mind.