But this effectively removes the chance that it'll kill you. Getting to the GG Bridge is not a simple thing to do... If you're going to kill yourself, the impulse is there, sure, but you had to go pretty far out of your way to do it. With a bottle of pills, many people have a bottle of pills from a previous surgery or something sitting around. Way easier to get wasted while depressed and make a rash decision to down the bottle than it is to make the trek all the way out to the middle of the Golden Gate.
You're making the mistake of assuming that someone who is going to end their life is thinking in any kind of rational way.
They're not. This isn't a problem that you can't apply normal logic to. Instead you need to look at what works and copy that - and last-minute disruption/difficulty works.
Here is an example of a suicidal thought process, from my own experience: "I don't want to die, but given the situation I'm in I can't see any other option. I don't want to do it. I just need a reason to keep going."
When you can't find that reason, you do something fatal. The reason can be anything, the smallest thing can keep you going.
Some people kill themselves for different reasons, and I think people that have never suffered from depression have that kind of suicide in mind. The guy who kills himself rather than live with the shame of blah blah blah. (Or for the insurance money for his family.)
That's not a depression-related suicide, and I suspect they're pretty rare. Someone with depression isn't thinking that rationally. If they were, they wouldn't be suicidal in the first place.
But removing the ability to kill oneself by installing a net removes the possibility. If you're going to kill yourself, you don't try to do it via a means that has no chance of success. With a net installed, all the chance of success is removed, so people aren't going to try it there. You don't hear about failed suicide attempts jumping off a car onto grass. And I've battled with severe depression and alcoholism in my past. I spent nearly half a year thinking I was going to end my life every day and instead crawled into a bottle. You're right in that we're not thinking rationally, but at the same time, irrational "I must escape" thoughts also don't drive you to say "hey, I know, let me go way out of my way to attempt suicide in a way that I know will not work."
edit: if anything, more people will probably jump, but not to kill themselves. thrillseekers might do it just for the hell of it (despite the fact there will likely be a big penalty)