I doubt that it's out of guilt, more likely the feeling of being useless to society because they're an emotional wreck. Compassion probably increases the risk of suicide. But maybe you know more about the issue, I've never murdered for politicians.
The politicians don't really care about a veteran committing suicide, it lowers the medical cost and society probably considers him weak. We should draw attention to this to counter this view and warn off new recruits.

I'm sad to say that the method of organizing society in an obedience hierarchy is probably deeply rooted in our instincts, causing people to obey any order, partly because they view themselves as not responsible:
http://www.psicosocial.net/grupo-accion-comunitaria/centro-de-documentacion-gac/psicologia-y-tecnicas-de-control-social/operaciones-psicologicas/627-obedience-to-authority-an-experimental-view/file
It was probably developed when life hadn't even developed to the bacteria stage yet, but certainly when life reached the lobster stage. Either way, it's not something we can get rid of. And this causes people to accept the authority of those who seem to be on top.
So in order to get rid of this we likely need to propose replacing this involuntary system with a voluntary system. Just saying that we need to get rid of the evil shit seems to not be enough. That's why I love the Brehon Law system of Ireland so much, it proves that society can be organized in a voluntary way: