I think how much to expect from you SO in terms of being a sounding board or someone to vent to about being depressed and suicidal depends on some important variables, like how long you've been together, how much trust there is between you, and how well your SO does at being a support system (of any kind, not just for mental health. For example, my husband is not good at being emotional support so having him listen to me usually just leaves me feeling frustrated and more alone in my situation), that kind of thing. Also some people just can't handle such heavy issues -- doesn't make them bad people, just that they don't have the ability to handle what you're presenting to them. But IF you are close enough and your relationship strong enough, then yes I think they can at least listen for awhile and offer some comfort in whatever way they are able and that helps you at least in the moment...like if you need to be held, or need someone to make you laugh or just sit with you and let you cry. If they are jerks about it though and flat out refuse to even hear it, or mock you or belittle you or minimize your feelings, then that's another issue entirely.
So tldr; it's not wrong to want your SO to listen to you when you're feeling depressed and suicidal, but you should be realistic in your expectations of them as a person and what it is you 'want' from them in response to your confiding in them. Sometimes the person you're with might not be a good emotional support person and you have to accept that about them if you love them, and not expect much from them in that regard.