Dazai is an interesting case. The characters in Bungo Stray Dogs are based on real life writers, and their most famous work. The real life Osamu Dazai did indeed kill himself, but only after 40 or so failed attempts.
In the series, he talks about suicide all the time and makes half-hearted attempts constantly, but he does not actually want to die. Dazai is sociopathic. He has extremely limited empathy, so whether he does good or bad, it doesn't matter. Doesn't concern him. This is why he was villainous, at first, in the Port Mafia. He's cold, and his "cheery" persona is all just an act. Though I suspect he loves fucking with/annoying people, because in some manner he lives vicariously through others, so making others react, lets him feel alive to some small degree. Dazai had a dear friend who died, and that friend told him that it's because he feels completely empty inside, that he can choose what he wants to be. The type of man who hurts others, or the type of man who helps/uplifts others. His friend had him promise that he'd be the type of man who helps/uplifts others. He knew Dazai would feel nothing either way, so he nudged Dazai towards the path of at least being a better man and positive influence to others, rather than a heartless killer.
Dazai has never genuinely wanted to die. He's just empty. The type of guy who thinks "If I die, I die. Oh well." And so he teases the option because he feels a little alive for a moment, at the cusp of death. He basically plays russian roullette. Ultimately though, the high wears off and he gets bored of being at the cusp of death, and goes to do other stuff to pass the time.
I've had similar thoughts. The romanticized Romeo and Juliet style. Being so close, in the end. A rare type of intimacy. It can be poetic in its execution, but as you say, in reality, it almost never lives up to the dream, and can go wrong in numerous ways.
I also appreciate Dazai, and the thought of Double Suicide has a certain appeal. But if I met someone I'd be willing to die with, I think I'd want to know them better and try to live with them in my life first. Maybe they'd be the puzzle piece I'd long been missing. It'd be a shame not to at least give it a shot and see where things lead.