Wanting to die is no more selfish than someone else projecting their desire to live onto a person who doesn't have one of their own. Wanting someone to continue to exist in a state of torment rather than respecting their choices and letting them go...that's selfish.
My attitude is "get good, or get gone", in that order. Run through your options, give them an honest chance, and if the final answer ends up being the Final Answer, at least you gave life a fair shot. Just save it for when no doubt remains that every alternative has been explored--you can always do it later, but you can't change your mind after the fact.
Disclaimer: don't make decisions based on what other people tell you you should or shouldn't do. You don't need their permission or validation, and certain decisions will never be met with acceptance. It's a lonely road to walk, but it was a lonely road that lead here.