I think this may more point to the survival instinct most of us have built in. Many people who want to die will not kill themselves, the instinct to live is so great.
I don't think the fact people do not kill themselves in prison means they prefer prison life over death, they just cannot overcome their survival instinct to kill themselves.
I cannot think of a fate for me much worse than life in a prison cell. For someone Roof's age I would think suffering prison life for 50 plus years would be a much greater punishment than a quick death. Personally I think I would choose death, but who knows what I would do if I had to make that choice.