[throwaway170528]

There is "right to die" [1] advocacy along those lines, and different views in different cultures -- including antinatalism [2]. Actually things are getting better for those who share this opinion: at least it is not illegal to commit suicide in many countries anymore, and euthanasia is slowly getting available (though it's just for terminally ill people who are in pain, not just depressed or those who decide to die for whatever reasons).

Unfortunately, there's still social stigma, and the active prevention measures make it harder to acquire equipment for painless suicide -- so some choose rather brutal methods instead, like jumping under a train [3]. I wish there was a way to commit suicide (not necessarily euthanasia) in a more civilized manner.

[1] https://en.wikipedia.org/wiki/Right_to_die

[2] https://en.wikipedia.org/wiki/Antinatalism

[3] https://en.wikipedia.org/wiki/Suicide_on_the_London_Undergro...

Edit: another unfortunate thing is that it is not easy to discuss the topic, even on Internet. Taking the side of "suicide is fine" may have unpleasant consequences, and even this is a "dead" reply to a "flagged" comment, from a throwaway account.