One aspect you might have to separate is the gun control advocates who just want to cite another reason for X or Y policies. Those people aren’t necessarily advocating for mental health.
As an example take waiting periods. They might do something for first time buyers but the policy doesn’t really make sense for the people who already have a safe full of guns to pick from. I don’t hear those people talk about programs like “hold my guns” either.
Many cultures have issues with depression or suicide. Including ones with a focus on collectivism.
Work-life balance could be a part of the issue. That can be an issue for individualism or collectism. Although I feel like with individualism it’s easier to set your own standard.
The affordability of life is a problem as well but money being a thing won’t go away anytime soon.