I believe that there are various forms of depression, and it affects people in different ways. For example, there can be more of a situational depression, caused by a reaction to something that has happened to the individual. In these instances, there may be immediate danger of suicide, but there also is a more likelihood of a quicker recovery from the instance.
One has to be very careful not to conflate sadness (even profound sadness) or "feeling depressed" with medical depression.
People who are not suffering from depression are highly unlikely to commit, or even consider suicide even in the face of profound tragedy. A lack of understanding of this disorder can lead to friends and loved ones just thinking that someone will "get over it," or "shake it off."
A good summary by the APA HERE...