I suspect one main reason that a train is often considered is because it would generally be thought of as a quick ending and the thought process, once at the location, won't involve an internal struggle as it's too quick for that to happen. A step or two and it's done - this cannot be said for most of your other examples. Even in the most determined individuals there will likely still be a part of their brain trying to stop them, however diminished that may have become at this stage.
While some may have the misfortune to survive it I suspect the vast majority who really want out at that stage don't. You've also got to consider the state of mind of these individuals. A lot of them will be totally consumed by their feelings so weighing up the options clearly and logically often wont come into it at all. Very heavy fast object v small squishy person = good choice. This might be the limit of the thought process at the point in time. Frankly, some of them will likely not even have the power to get themselves on to public transport or even walk to the location or, as said above, may get there and not be able to do it at all. You can also add in that some may not want to be found by anyone they know - the 'clear up' having to be done by people unknown.