Not sure how to reconcile this with the fact that suicide rates in rural areas of the US far exceed suicide rates in urban areas. Do the availability of guns in rural areas really offset this effect that much?
In the UK there was a study on social isolation comparing rural and urban people to evaluate the assumption that people in "isolated" rural areas are lonely. It found the reverse - that people in urban areas are more socially isolated.
"The report briefly mentions the ‘rurality factor’ as presenting greater barriers to connection, with rural areas having fewer and more expensive support services such as transport links. However, it goes on to suggest that ‘rural communities were felt to be less closed off than their urban counterparts’, with rural participants more likely to ask how people are, or stop for chats."
There are multiple factors that lead to suicide. This study shows air pollution is one, but there are others that lead to an elevated suicide rate in rural areas of the US.
In NYC the overall pm 2.5 is really low, usually in the teens, so unless you live under a highway with your windows open its likely too little to affect suicide rates. There are probably other air pollutants in NYC but that could be true of rural areas working in agriculture/heavy industry as well. I imagine many US big cities follow this pattern except for a few unlucky places.
There are many causes for depression and suicide other than the hypothesized link to air pollution. Your observation indicates that these other factors have a larger effect size than air pollution.
