I had this conversation with a therapist once (so, she had more insight into my mind than a lot of the people who would be most affected by this). She felt it was fundamentally different to a death by accident or my disease because in her eyes it was a preventable choice. It could be helped easily in her opinion (maybe at that point it could), and that would hinder her ability to accept it.
To some people it amounts to abandonment, whether they can put it like that or not. They may not even consciously understand that. Also, suicides tend to be shocking and sudden in most cases because no matter how bad a person is, most people have not crossed that border, and so they can't imagine someone really ultimately dying like that. (edit: I should add that this probably draws into question for many whether they really knew the person, so they may experience that kind of loss too.)
Control also has a great deal to do with it. Many people on here fantasise about their lives if something had gone differently or they could exercise control. It's really hard for people to cope with the idea that something like loss is out of their hands - that someone is doomed is a worse idea and feels worse to accept, and it may not be true with suicide anyway -, and since suicide has every suggestion of being preventable in most ways, it speaks to that tendency to hindsight and guilt. This is ignoring all the complicating factors like religious and moral views.
Diseases induce the same stages of grief. In the case of a treatable disease, there is the comfort of knowing what could be done was done, and of going through that journey with the person to some extent. But even with an incurable disease, as societies we are better at accepting them as a reality and coming to terms with them. You'll notice that this is less the case with children and youth who die of diseases, obviously; it's seen as an inevitable fate of the old. That's important. People rarely feel guilty over diseases except where they enabled obvious contributing factors or whatever, and there is usually anticipatory grieving.
With diseases, though, the doom problem really comes up. People can't really truly give up until the end, and they go through hell accordingly.
People take murder awfully hard too, by the way. For some similar reasons, but with an added element of understood direct victimisation and the loss of concern over the victim's own choice. It's also rarely done humanely, and the victim usually suffers emotionally. There is someone who chose to take the victim's future away from them against their will.
I would say the people who go through having their loved ones murdered suffer quite comparably to people who go through having their loved ones die by suicide.
And I would say all types of loss hurt in their own unique ways.