Most people deal with each other at a superficial level. Seldom does someone take another aside and say, "I have something important to tell you". As a result people can "translate" what you say into familiar patterns such that when you say you are suicidal, someone may "translate" that into "I feel bad today". As a result they are not hearing what you really mean.
If you take someone aside and specifically share the depth of your pain, they still may not understand because there is nothing they might see that they could do that would be helpful. They might even resent you for making them feel so uncomfortable or they might want to "plug you into" some resource to "solve the problem".
Frequently those who might be more sensitive than average come to feel suicidal with a contributing factor of not having a deeper connection with those around them. This can be reduced by encountering someone else who is able to connect at a deeper level. This is not always easy as depth is not frequently encountered.
People without much depth still care, but they may not be able to show it with depth.