I think the point is that the writers did not want a “poetically beautiful” ending. Suicide is not supposed to be beautiful and seen as the “right” ending for anyone. A major theme of the show is how reality is messy and often does not line up with what we think “should” happen in our imagination. In the same way that there are no happy sitcom endings in real life, I think the writers wanted to drive home that there aren’t any tragic cathartic endings that we might dream up in our imagination either.
I know in canon they’re both supposedly straight but I’m fascinated by the idea of what a romantic relationship between Bojack “I always wanted the grand gesture on TV” Horseman and Mr “I’ll surprise you with an entire room” PB would have been like. Definitely would have imploded terribly but I’m curious to know how