Well, there are complications, such as being morally opposed to taking one's own life for various different reasons. They may not feel justified causing pain to those who love them, or they may have religious/spiritual reasons. Either way, not all goths and/or goth musicians are suicidal or depressed, but merely choose to reflect that form of emotion in their artwork, the same way most death metal bands focus solely on the topics of death, murder, decay, autopsies, etc. , and black metal on hatred/intolerance/misanthropy. Some of them, however, truly are suicidal and *those* ones usually end up actually killing themselves.
Some of these artists aren't even self-loathing or suicidal at all, but merely explore dark subject matter in a musical style that would be considered "gothic" or "goth-rock/deathrock" in sound. Obviously there are more tasteful ways of expressing hopelessness and suffering than, say, Trent Reznor lyrics, but if done tastefully, I think such content is just as valid as any other topic explored in art, from a solely objective point of view. Whether or not it appeals to you is another matter.
With all of that being said, I agree with you in the case of MOST of these "goth" bands as well as despise 95 percent of the genre and almost all of it's listeners. But I still hold that the foundational bands, along with a handful of later bands in the style, are musically relevant.