Good points Steve. It makes sense to me that in general more religious people are less prone to suicide, because they usually represent a strong community of people with shared values, who are likely to provide a good support system, plus most religions have rules against suicide, those who do will not go to heaven, which provides motivation not to commit.
It doesn't work as well for Jehovah's Witnesses, because they tend to see anyone with problems as being "weak" in faith. There is a mindset that faithful meeting attendance, service, study and prayer should fix any problem, when it doesn't, that person tends to become isolated. People may express concern at first, but when time goes by and the person doesn't fall into line they tend to get ignored. If they then transgress in some way they will be disfellowshiped and lose all contact not only with the congregation, but any JW family. A disfellowshiped person is then even worse off than someone not in a relgion, as any support system they have is now completely gone.
Then you add the mindset that such people may believe that they are going to die soon at Armageddon anyway and they really have no reason not to kill themselves, if their mental pain is bad enough.
The JWs are often not aware of these suicides because the person has often not been associated for some time, or the true cause of death is not mentioned, but it doesn't mean their death was not a result of the religion, it just means the organization can claim it's very rare, and no one can prove otherwise.
I personally heard of at least ten in the time I was associated, plus a close family member that attempted twice.