Agreed on all points--though the logistics of suicide by cop (though I completely agree with the reasoning; I think Matt would think of it that way) would mean it would be difficult to avoid potential repercussions for Foggy and Karen, as Matt's identity would be revealed. (Or people re-opening every case he's ever had a hand in.)
He could possibly make a sacrifice play as a civilian, though that would probably have to be circumstantial. Someone else pointed out the religious issues involved in Matt consciously thinking of suicide, and if he's deliberately going out and picking fights as a civilian that kind of breaks even the front he might have going internally that he's not suicidal.
...and can I say how happy it makes me to hear other fans really thinking these kind of themes through with kindness and sensitivity? --especially while dealing with my own depression, and as someone who was previously suicidal and never dealt with it. Fandom as therapy, man. <3