I believe it's a personal choice. I think it's one that needs to be very seriously considered, definitely. But no, I don't think someone should necessarily put themselves through every possible thing just for the sake of doing it. Especially if they don't believe in it. How likely will it work if they have no faith in it?
Plus- more importantly- WHO are they trying to satisfy here? Themselves? Fine- if they still have hope but- if they don't- then, they're doing it to satisfy other people's requirements. What right have they got to stipulate what we do with our lives?
I think a lot of the time, we're talking about what other people think we should have tried before we throw the towel in. Should cancer patients hold on because a treatment is bound to be around the corner? Should someone about to be made redundant and evicted try out homelessness for a while because- maybe it won't be as bad as they think? Should someone suffering with their mental health try every drug offered to them? If that fails, ECT, moving on to illegal drugs on the street. Maybe they could find some unscrupulous backstreet surgeon willing to perform a labotomy. Might work- right? Worth a shot?
I think people should remember- it is the very people they are supposedly trying to help that will need to put themselves through these things. More importantly- these aren't people like them (most likely.) These are people who are exhausted. They likely have little to no hope. Little to no enjoyment left in life. They may struggle just to get out of bed in the morning! They may have already tried a whole bunch of things to improve their life- self help books, therapy, meds, exercise, walks in nature, talking to friends, pursuing a hobby, changing careers, moving. Who hasn't already tried at least some of those things? When will they have done enough? When THEY think they've done enough I'd say. Sure- you can suggest other things they could try. But, there's the phrase: 'You can lead a horse to water but you can't make it drink.' If they've had enough after considering all their options- thoroughly of course, that's good enough for me.
As a side note though- I'd say there are sometimes problems with this. A minor may not have enough perspective to realise that failing one maths test isn't the end of the world. Similarly, someone suffering with a mental illness may have a skewed perspective. But- even with mental health, there are choices to be made. Plenty of people here know or suspect they are mentally ill. Plenty are getting treatment. If that treatment isn't working (I'd say it isn't if they're on a suicide forum!) how long should they put up with that illness while their doctors faff about trying to make them better? Again- do we expect cancer patients to hang around while they find a miracle cure?