people are inf act surprised cause someone that rich, so talented, who killed herself, it doesnt make sense in their mind. Average joe is convinced eternal bliss is directly linked to talent fame beauty and money. Their whole world collapse when they figure their "god and godesses" are as desperate as them, if not more.
Looks like it s a bit more complicated than that and it drives people desperate to figure it out, cause they understand the receipe for hapiness sold by our western societies simply doesnt work.