Why did he want to die?
Does it ever explain it? Apologies if it does.
He says something along the lines of, "My reason for wanting to kill myself is different from others'." And then he lists a few reasons which don't apply to him, one of them being "hopelessness". I would class hopelessness in with general depression, so it can't have been that.
Could it have been guilt over his possible murky past in the Yakuza? Any other ideas?