I have anxiety, which works similar to depression, so I think I have a good grasp on at least some cases.
Many people with depression have wonderful lives. But an imbalance in their brain somewhere refuses to let them get happiness from their achievements and blessings. With my anxiety, I can logically recognize that I am not dying, nor that I have debilitating diseases. But when there is nobody to talk to, my mind wanders and I fall into this irrational thinking again. And it can be terrifying.
Maybe Self Delete is occasionally just someone being really stupid. But most likely, its just someone's brain overpowering logical thinking. I know that it would be hard to understand to someone with a perfectly functional mind, I totally get it. It doesn't make sense. Since it's illogical, it looks like it might just be an extreme form of edginess or stupidity. But they can't help it, their brain wont let them.