We need a body of believers to find refuge, a place where we can experience the love of God, be edified by the word and grow in grace. God does not only provide salvation through Christ, He provides a body and family that we can be a living member of in particular, to build up one another in Christ and live by the promises of God in this world and being a partner with Christ and not the world. Suicide is never an option for the believer because in Christ we have his life that he came to bring (John 10:10). Failure, sin and iniquity have all been dealt with through the cross and our life is hid with Christ in God and not in this world system.
We do not derive our peace from the world but through the cross. We are called out from the world and adopted into the family of God and that is where we are to find our resting place, the household of God. It is not just a local church, it is the place God has provided for us to grow and prosper with others who have been called out of the world and into the kingdom of God's dear Son. We are not alone nor are we to be in a place of loneliness. Psalm 107:1-9, 68:6, Eph 2:19, 3:15-21.