Obviously, we don't KNOW anything beyond the reports. Suicide and depression are highly corollated (that's what we call an understatement).
I can't speak for anybody else on why he was entertaining to them, but I really enjoyed his sense of humor. I liked how he approached the show. You really felt like you knew him once he was done. Clearly, his politics differed from mine at a number of points, but I can say that about 100% of the entertainers I enjoy.
I'd never stop listening to the Eagles just because Don Henley is a lifelong democrat...right HD?