This has always bothered me too, because sometimes it feels completely paradoxical depending on who is saying it. Don't get me wrong, if someone has an absolutely perfect, tight knit relationship with another person, the grief and pain of their loss will be intense no matter what... and that impact on others is a huge source of further guilt and pain for us suicidal people.
However, speaking from my own life experiences, the handful of people who said these sorts of things to me always resented me at the same time, making the statement feel conflicting. I am pretty aware that my continued existence comes with a great deal of pain for the couple of people that I am close to.
I have been told many times by my partner that I ruined his life by being ill and needing support. Whenever I had a pretty horrible major surgery a year ago, I didn't want to do it, and the prospect of having the surgery made me deeply suicidal. My boyfriend and I argued about this a lot, and he ended up involving his family in it, who shamed me, called me selfish, a bitch, and everything else under the sun. Did this help in the slightest? No, it just left me with more psychological damage.
My boyfriend's mother thought I should be forcibly drugged and locked in a ward under a section, until I "learn how to shut up and do things I don't want to do." None of this was caring or said with the intention to help, but to make me feel guilt and shame that I'm ruining people's lives by being suicidal, and that I'm somehow making a choice to have PTSD and not value my life. It was like me and my pain don't even matter. They were more angry about the potential ramifications of being complicit in someone choosing not to partake in certain medical procedures, and how someone may get mad at their relative because of me.
I've been told so many times in various ways that I don't provide any benefit, that all I do is lay in bed, and get thrown insinuations that I'm a burden. I know better now than to open up about being suicidal again, but every time I did, it was, "You don't care about me, I can't deal with this, do you know how much it ruins someone's life to be around someone who wants to kill themselves!"
I don't really understand it. Most of my family is dead and I have lost several friends, and yes it did hurt, some of these losses still hurt deeply, but death is a part of life and every single person is going to die one day. Most of the time we don't even get the option to say goodbye or prepare for natural deaths. We don't say that people who pass naturally are selfish, even if they may smoke, drink, or do other risky actions which speed up their demise. I am obviously a burden and a source of displeasure for others, so I don't understand why I am forced to be alive.