At the end of the day no matter how much you think you love someone you only love what they provide for you. Parents may love their kids but really they love living through them, feeling young again, have someone who worships them, ect. So when you are killing yourself you are denying everyone else what they got from you. If they truly love/cared for you they would be more upset that you reached a point of suicide than worrying about whether you were thinking of them.
People also project their own fears and insecurities. At the end of the day, when someone kills themselves, everyone else remembers that life eventually ends one way or another and its not some holy magical thing that everyone thinks it is. People love to say "life isn't fair" or "life is suffering". yet never question why we choose to go through with it. Most people pretend we don't have a choice, but a suicide reminds everyone that ultimately we have a choice.