I have a different perspective.

People who do not suffer from mental health issues, who have not had a hard life and who are generally happy often times have a hard time accepting when someone they love does have mental health issues and also their feelings when they are feeling so low and down that they want to die.

They don't understand the other persons' feelings, and this kind of thing may be very hard for them to hear.

You may need to clearly communicate what you need from him the most when you get like this: a soothing hug, a question of what can he do to help you feel better, or something along those lines.

Healthy and open communication is SO KEY in relationships, and especially long distance relationships.

So tell him directly what you need from him when you are this way, and see how he responds to you and to your needs after that. And if he doesn't respond well, then I would assume it may be frustrating for him and an issue he just cannot comprehend.