No it doesn't. It's just that people in the film industry (or specifically, actors) are famous an so their suicides a) get more attention and b) seem more surprising, because successful film actors are stereotypically glamorous, wealthy, gregarious and so on. I've worked in film for about a decade and don't feel the rate of mental illness there is statistically so different from other industries. As someone with ADD who is also subject to depression I've taken some time to think about this. The stereotype may arise from the fact that the film industry is more tolerant of personal idiosyncrasies and eccentricity than other fields of employment.