Well, because we, as a society, at least on the front work from the position that we value life and life is worth saving.
I can understand wanting to protect people from those that mean to do them harm and stopping someone from hurting someone ELSE.
Someone stopping me from hurting myself, however, I can't abide.
Offer help, that's fine - but do not force it upon someone who does not want it, unless that person can be a harm to others.
There is obvious cases of severely mentally retarded people - but I am taling about people who would be judged competant and sane if not for this one thing.
Wanting to cause yourself harm or kill yourself should not be something that, by itself, determines one's sanity.
If someone wants to die, let them - who does it hurt.
It all comes down to a simple matter of personal freedom and liberty, in my view.
Maybe that person really is having just some kind of a shock, but later he regrets the attempt.
And maybe he is not and will not.
The individual should make that distinction, not the government.