Clinical depressive here, we really don't. Whilst we're probably more open to talking about suicide and perhaps joking around within the community (I certainly am) we never seriously use it therapeutically.
We cope by using Medication, CBT, or unhealthy things like self-harm, substance abuse, etc. Comedy isn't even a thing for some people as they've lost humour. I'm severely anhedonic and don't enjoy anything so comedy can just be boring for me. If anything, we wish people would stop joking about suicide especially if they've never personally faced the struggle, it just belittles our struggles. Same thing goes for people who say "oh I'm so depressed" when they're mildly sad (Hint: if you think you're a clinical depressive, go see a Psychiatrist not wave it around on the internet, these things shape everything about your life including job prospects and it's not something to brag about). I don't like this meme particularly because suicide isn't usually a thing that happens because your team lost (I'm sure it's happened but it's not a common cause) and it makes it a joke but I'll get on with my day unbothered.