Reminds me of the poor fellow who jumped off a Facebook building because their manager blocked their transfer. I bet you wouldn't tell them "they could have gone to a different company". Visa issues non-withstanding, a rational, hopeful frame of mind is not always available to us at all times. (Not even talking about the stresses of immigrating itself).

Depression, despair etc are illogical narrowing our frames of minds and not being able to see any out. Kind of like getting stuck with a coding problem until you walk away and take a break, except you can't think of a way of walking away. (Or your "way" may manifest itself as psychosis or self harm.)