Wanting to kill yourself is about ending pain that's happening now. It's active, urgent, often about escape.
Wishing you were never born is about rejecting your existence entirely. No action, no blood, just "this shouldn't have started." It's quieter, more numb, more about feeling like a mistake than wanting to die.
Philosophically: suicide says I exist and choose to stop. Never wanting to be born says this whole setup was wrong from the beginning.
Honestly its just different flavors of the same suffering.