That is completely separate to the issue.
If we live in a world where everyone can behave as they like because they are protected from the consequences by simply saying they are going to harm themselves then no one is safe.
So we let someone* commit rape, murder, extortion, fraud and then let them get away with it because they hurt themselves?
What about all the people that they hurt?
*For the avoidance of doubt I am not saying this celebrity did any of these things, it is just a general conversation on a world where threatening to harm yourself is seen as a free pass to hurt others.