Not wanting to live does not IMHO mean a person is suicidal. Sometimes not wanting to live is just a normal reaction to a life more painful than death.
The right to remain free, in the US allows for the holding of a person in custody against their will in a hospital for only 72 hours if that person is a threat to others or their own person (before the Patriot Act). After 72 hours a magistrate or other judicial authority interviews the individual and decides for them. How is there any freedom in that?
But for laws against successful suicide what is the penalty? I do not think death is necessarily a penalty.
Upon whom should the penalty be visited?
If the suicide is unsuccessful, should the would-be suicide be charged with attempted murder?
By the way, suicide is definitely not illegal in Europe - is it in America or in certain states?
This Supreme Court Decision which cites colonial law and brings us up to date with the current issues of assisted suicide might help in the understanding of US law.
WASHINGTON, et al., PETITIONERS