One of the most interesting cases I came across in my clinical work with dreams, was a woman who would kill herself in a lucid dream, usually with a gunshot. She wasn't suicidal but considered her 'dream death' a symbolic act of cleansing. After the 'moment of death', rather than waking up or continuing as if nothing had happened, she'd experience a transition to a sort of other-worldly place, she perceived it to be the afterlife. She would ascend as in an 'out of body experience', and be bathed in healing light. Shortly after, she'd wake up feeling that her depression had lifted, feeling more connected to nature and the universe.
I have a lot of colleagues who believe that suicide in dreams is a destructive act and should be 'counselled' out of a person, to prevent them from rehearsing a suicide which they may then replicate in waking life - readers of 1984 take note, the thought police are alive and well. That's what this woman had been told by her original therapist, that her suicide dreams were part of her trauma, dissociation.
Learning how to wake up from a nightmare is an important skill that I regularly teach survivors living with PTSD and related conditions but the power is having the choice to wake up, having the choice to end the nightmare or to engage with the dream imagery therapeutically. I argue similarly, that the rate of suicide would come down considerably if people were given the choice to 'wake up' from life, to end their life with dignity and psychological support.
Of course, I'd be cast out of professional life for making that point publically.