I think climate can affect one's mood and attitude and with some other aspects thrown in I can understand how a person can sink into depression.

Finland gets long periods of very little sunlight and with the extreme cold I think it could be quite miserable which may cause issues as you mention. I didn't know they are the suicide capital though.

We have some awesome weather in Australia and it is so vast that we have incredibly different weather all at the same time depending on location. It's very enjoyable and I hope you get to experience it someday.