It can be pretty sad, depending on the context.
Sometimes the world gives people too much to handle, and their outreach to philosophies or religions doesn't give them enough comfort, and they just can't take it anymore. Sometimes people are in situations that seem impossible, like an adolescent being badly abused. Sometimes chemical imbalances lead one to be unable to feel happiness, or to feel overwhelming sadness. These things are sometimes treatable, and often it's temporary, so it's best to help them as much as possible.
Other times people have debilitating terminal illness and want to be allowed to die. I think that should be respected. Some argue that it's selfish to want to die when one has family, but I'd argue it's selfish for that family to want to keep the person around despite their continual suffering.
Then some people do it out of protest or for honor or religion, like Buddhist Monks that set themselves on fire, or suicide bombers. I think it's usually rather irrational behavior, but if it doesn't hurt anyone else (ie the monks vs the bombers), then that's their call. Those that do so with violence towards others are highly unethical.
