I think it's mainly because of the upset it does to other people. Both on a personal level- grief for families and friends and on a societal level- the money or skills we 'should' have paid in to our communities. Plus, maybe the fear that if enough people do it, it will encourage others to.
I think pro-lifers try to promote life as this incredible opportunity that people who suicide are denying themselves. They don't seem to want to accept that not everyone either feels this way or, even practically has the same level of opportunity. They conveniently ignore that humans can be severly hampered by poor health, lack of finances, lack of intelligence and/or looks etc. and that some people simply don't want to struggle their whole lives trying to get over the things that hold them back. To them, life is compulsory I suppose. Then of course, there's the religious faction who will insist that it's a sin against God.