You'd just prefer that they take pills or slit their writs? it is way less effective.
That's a matter of one's personal view on suicide and "right to death"...

If people use a gun to do it, that's their own problem.
If one believes in permitting suicide where it is desired, then one might agree to guns used in 'executions of charity', but not as DIY - certainly if "effectiveness" or lethality are sought after...

But the main point is that guns make suicide easier, regardless of ideology or taste.

Policies can be put in place to discourage this behavior
This falls under mental-health care reform.