I have never asked my T. However, when I became suicidal last year, T seemed to be working real hard at maintaining professional decorum after revealing how serious I'd been while s/he'd been gone the week before. S/he nearly screamed at me, "I wasn't even out of town. You could have called. Did you think I wouldn't be able to help?" Considering how low key and together T is in sessions, I would have to guess that, yes, my T has had a client commit suicide. Too, when I told T I'd found one of my patients in his hospital room, dead from suicide, T made quite a big deal out of it and noted almost every word I said about my reaction. It was very hard on me. Think it would be difficult for most therapists.