Suicidal thoughts are not particularly common to people who lack. Anybody can harbor suicidal thoughts as long as happiness is absent. Depression is also a psychological condition that promotes such thought in individuals including the big names.
We all have our individual issues and even the big names are human after all. Money can't solve everything or buy everything especially happiness. The truth is, most of these big names are subject to a lot of pressure from their fans, coaches, sponsors etc and sometimes, this pressure can get the best of them.
It is very difficult to lead a normal life once you become one of the socalled big names out there. Many things will change in your life and you will have to give up your old life to embrace a new life of stardom which is always not easy. Time away from family and those who love you, concerts and performances, constant travels etc. These things and many more just make you feel lonely and all alone.
Most big names often get tired of it all and they just chose to end it all.