The data doesn't show that lockdowns didn't cause suicide, either though. For example, Norway is in the dataset, and Norway didn't lock down, or only locked down for a couple weeks. It might also be interesting to see what the results were in urban areas with tight restrictions, maybe even in countries with already high suicide rates, like South Korea and Japan, to see the results. But either way, you cannot isolate the "lockdown" variable because there was a full spectrum of policy responses from different countries, cities, and subregions. So, let's just say the jury is still out.

We know that social isolation causes depression. We know that economic hardship causes depression. When people argue against lockdowns, this is why.