The short answer is that they aren't.
The longer answer is that women equate simplistic, base level emotions to more complex and deeper emotions, for example a woman will feel down or slightly melancholic and will equate this basic emotion to 'depression' because it ensures she'll gain more attention and recognition. There's become a sort of romanticised idea behind mental illness in recent years, Whores view mental instability as a substitute for having any real personality, they get to maintain a feeling of being deep or understanding life on a unique level by simply telling anyone who will listen that they're depressed, suicidal, bipolar or have anxiety. It ensures a consistent stream of male and female attention and also allows them to speak with a feigned level of authority on many subjects ("Well I actually have depression so I know better"), they can also use it to argue themselves out of any shitty thing they did ("I only called her a cunt because I'M Depressed and can't help myself"). Guy will let them get away with it because they've got a vagina and other girls will just story top it ("Yeah being depressed is no excuse, I've got depression AND I was raped").
There's also the fact that the vast majority of people view mental illness as a very simplistic and easy to define series of minor life problems, go on any online mental health website and I can almost promise that the threads with the most posts and views will be some teenage whore saying she's 'depressed' because her friends were a little bit mean or she's 'lonely', the pure levels of support women get when they even get a slight tear in their eye is attractive enough for them to self-diagnose then milk the support they get for as much attention as possible, they get to be the brave, self-styled heroine that 'beat' depression, the strong girl that fought back from the brink of suicide and now is an inexplicable authority on everything she talks about because she's enlightened thanks to her 'journey'. These people fail to see that genuine mental illness is crippling and ruins your life, they view mental illness as this cute and fuzzy 'quirk' that can be managed with the odd facebook post about it to get likes and attention.
You can also see that if you show up to a support group (As I actually have done) you'll see that no one is interested in attempting to help the ugly guy that has potentially life altering / ruining mental issues, no, they all want to listen to the titty-monster late-teen / early 20's thot that shows up every now and again to bitch about how her Mum just doesn't 'get' her or how one of the cocks she's fucking doesn't care about her feelings.
Also look on Youtube for the sheer amount of brainless sluts and halfwit guys that make videos about their 'Depression' or 'Suffering' without fail it's always some 8/10 girl or a Fuckboy talking about how despite having friends, supportive parents, a lover, a job, financial security and legions of desperate Youtube followers that are willing to kill their families if they thought it would give them a chance to sniff her panties. They do it for money, attention and fame.
The first mistake is believing that female 'depression' in any way is the same as actual depression.
Also, it's not hard to kill yourself, it's very easy and simplistic. They only 'attempt' it in the same ways all attention starved faggots do ; overdosing on painkillers or halfheartedly trying to hang themselves. They fail because they have no intention in the first case of killing themselves.