It can actually be incredibly traumatic for therapists, especially if they're early on in their career. Nobody wants someone to die, and someone dying by suicide is seen as especially tragic. For someone to be struggling so much that they end their life isn't something to be brushed off lightly. It can cause some people to question how good they are at their job, it can cause them to pick apart if they missed something, they can wonder what they could have done differently. I don't work in mental health, but working in healthcare I know that losing a patient in general is a heavy burden to carry. Especially if it's a patient you have gotten to know over a long period of time, it's hard. You obviously have to maintain professional boundaries, but that doesn't mean you don't grieve them. I still remember the names and stories of every patient I have lost. If they work for a decent agency, they're job will have a procedure to help them cope and ensure that they get proper care so that it doesn't weigh on them too heavily or impact their treatment of other clients, but some places aren't well equipped for that and it can and does impact some people to the point of impacting their ability to work.
It's a risk they're aware they're taking on when they go into the field, and it's one that they have to learn to deal with in a healthy way, but that doesn't mean it isn't hard.