I don't think of burning bridges with people, even if I'm bent on CTB.
Pretence can be hard when one is depressed, and I agree that it's not easy to pretend to be well and happy with family, friends and acquaintances when one is suffering badly. I believe there's no need to pretend in the first place. Just be yourself.
So no, I personally would not burn bridges with people deliberately for the reason that I'm planning to CTB.