For myself, evolution makes it difficult (hence SI... our bodies fight to live with every fiber of our being. Even when we've checked out mentally).
I also think the societal stigma surrounding suicide has made it far more emotionally heavy than it needs to be. If we grew up as children in a world without stigma and religious guilt/fear of the afterlife/shame regarding suicide would it be emotionally easier? I think so. Psychological programming is wild. Obviously SI would still be something to contend with, but I hate how religion and society have made suicide more anxiety-ridden for many people.
The more logical fears... fear of pain especially, I don't think that can be helped. If voluntary euthanasia was available for all, it would make cbt a much more humane experience.