I try not to have beliefs- they get in the way of thinking- but my provisional speculation at the moment is that we only think we are conscious. Don't get me wrong, we are feeling, thinking, interacting etc.- but its the "we" bit that is a mistake.

In other words, there is only one consciousness- that of the sum total of the universe (or multiverse if you're a Pratchett fan)- of which what we think of as our consciousness is a minute subset.

So in this light, suicide is no problem for the protagonist- getting there is the problem. Their consciousness merely ceases to be the small hot bubble of fast activity that thinks it is autonomous.

On the other hand, the results for other people can be devastating. I know one woman who has been unable to hold on to a long term relationship all her life, probably as a result of her father's suicide when she was an adolescent. It's this consideration that has buoyed me up on the (mercifully) few occasions when I've been tempted to solve no more problems.