As you hint at, unemployment numbers are directly proportional to suicide rates. The effects of shutting down the world are much higher than just missed paychecks and business bankruptcies. You list a few of them.
There must be a cost-benefit analysis done where we find the breakeven point between lives saved by quarantine vs. lives damaged by quarantine side effects.
The entire world is going on with it this time because the cost-benefit analysis is quite trivial. The entire world also doesn't go with it every few years to stop the flu because the cost-benefit analysis is quite trivial.
There has got to be something in between, but on the land of exponential growth and slow-down, that line is very thin. This one pandemic will cross the line at some point, but I bet we will resume business as usual even before that.
Probably a lot of other issues as well that may be more difficult to track. Mental health crisis, domestic violence, etc.