Because no one will fund the research:
Most psychiatric drug trials today—the majority of which are industry sponsored—exclude anyone expressing thoughts of suicide. This is for ethical as well as practical reasons: physicians consider it taboo to give people on the brink of suicide an experimental drug, let alone a placebo, if other options are available, and many additional safety precautions are required to run trials in this vulnerable population. To complicate matters, few mental health experts are trained in how to conduct suicide research, and those who do are often afraid of lawsuits.
Vaughan Bell nods:
Normally, if I want to develop a way of predicting who will develop depression or not, I can assess a group of people and I can return later and see whether my predictions were right or not. If I do the same with a suicide assessment and it suggests that several people are at high-risk of suicide, I have a moral duty to intervene and help them.
The Dish 