He sounds like he has survivor's guilt at being older and the one to outlive a younger brother. I would also call it a self fulfilling prophecy than a death wish.
It sounds like he's not addressing the root cause in therapy. Counselors/therapists aren't mind readers. If someone doesn't alert then to the issues, they can't pull it out of thin air.
We sometimes have people we call "door knob clients." They spend the whole session being vague, saying life is fine, they can't possibly think why they have a problem. Then, when their session is up, and their hand is literally on the door knob, they "suddenly" mention, "Oh, could the fact that I was molested at age 4 have anything to do with this?" DUH!
A) They either suddenly want more time & attention. Like they expect us to cancel the next person in the waiting room, because they made this grand pronouncement. That's supposed to be our way of showing how important they really are, and how much they can trust us with such a delicate issue, that we will drop everything for them. (Well, the client in the waiting room could have also been molested, too.)
B) They didn't want to really get the issue addressed. 50 minutes is a
long time to deal with an issue with a skilled person, who is not going to let it go. Knowing there is no more session time, they get to lay their bombshell, not deal with it in the time they
did have, and then blame the counselor for not helping them.
In your DH's case, sounds like he never brought up the real issues. Also, is he on certain meds? Some of them
cause depression, anxiety & thoughts of suicide & death.