That doesn’t explain how women attempt suicide at much higher rates than men, and more likely to suffer from depression. Of course it’s possible that more men suffer from mental illness and they’re just not reporting it, but that’s getting into the realm of speculation, because it could very well be the case that even more women suffer from mental illness and are not reporting it.

Of course, more men commit suicide successfully relative to women, but a huge part of that has to do with gun ownership being a traditionally masculine behavior.

90% of suicide attempts using guns are fatal, compared to 4% using other methods, and 86% of firearm suicide victims are men. Rather than simply being more stressed, this most likely stems from the fact that nearly twice as many men personally own a gun than women, male gun owners are about 40% more likely to own multiple guns over female gun owners, and men who grow up in gun-owning households are much more likely to go hunting, practice shooting, and use airsoft guns.

Even for women who become gun owners,women become gun owners on average 8 years later than men, and are less likely than male gun owners to practice shooting or go hunting, less likely to consume gun-related media content, less likely to keep a loaded gun within easy reach than male gun owners, and more likely to be in favor of increased regulations than male gun owners.

And furthering the correlation between gun ownership and suicide, female gun owners are 35x more likely to kill themselves with a gun than women who don’t own guns.

This is all US-centric data but I imagine the trends hold steady in at least most of the Western world. All of this is to say that the rate of suicidal thoughts and attempts are more worth considering in determining the impact of stressors on mental health, because the difference in suicide rates between men and women is almost as much a function of gun ownership as it is mental health issues, and when we look at mental health issues alone, women are worse off than men.

Also, your general point about oppressed people being less stressed makes no sense. Oppressed people aren’t going to feel as safe seeking help as non-oppressed people. Compared to whites, for example, BIPOC are less likely to have access to mental health services, to seek out those services, less likely to receive needed care, more likely to receive poor quality of care, and more likely to end services prematurely. This suggests that the reported rate of mental illness in minority communities is significantly lower than what it actually is. But even when you take the reported rates at face value, Native Americans and people of multiple races are more likely to seriously consider, plan, and actually commit suicide than whites. So the idea that people who experience oppression are less likely to be stressed doesn’t hold based on either the available data or the data that we’d expect to be available under favorable reporting conditions.

And yes, religion plays an important role in decreasing the rate of suicide, but the manner in which it does so is probably more coercive than anything else, as loved ones of suicide victims and those who attempt suicide are more likely to be stigmatized in religious communities. This suggests that people in religious communities could very easily want to kill themselves at a similar or even higher rate to people in non-religious communities, but avoid doing so out of fear of failing the attempt or of bringing harm or shame to their loved ones.

I imagine a similar methodology is at play in authoritarian states, given that authoritarian regimes’ legitimacy would be undermined by a high suicide rate, thereby encouraging stigmatization and underreporting of the practice at all levels of society in order to prevent that.