They can be.. but I am not sure that it is creativity, or artistic temperament that causes or is linked with depression.. For sure creative people can tend to be very sensitive... that creates it's own problems... but I think depression and mental health issues that can lead to suicide are not confined to people who are creative or artistic.
Medical science really isn't at a place to discern that as depression and suicide are all tied up with the workings of the brain. It's a very complex puzzle.