Yep, I can see how it would be annoying at times if you don't enjoy basking in the gutter. For a live show like the SXSW one I don't see it being a problem since if you are paying to see a live show, you want a big character to show up instead of listening to/being bored by Jonah Ray. For an in-studio episode it could ultimately be more of a problem.
I'd guess Shock Jockerman has a hand in it. He originally brought up the suicidal aspect for Andy, then continued to push it for his other characters.
Yeah, I didn't mind his Alan Rickman/Sherriff of Nottingham character because that wasn't just trying to be disgusting, it was this large ham character and he had other aspects to it, like trying to hunt down criminals, it's good. I just didn't see a lot of depth to George Zimmer. I feel like Adomian can rely on that one aspect too much and he doesn't really round out the characters enough. This time he went straight for it and it put me off, but obviously comedy's subjective!
Andy Daly's suicide thing was incredible though, I remember at the time they did the episode where they had him jump out of the window repeatedly as all his previous characters thinking it was the greatest thing ever, as I hadn't realised just how many characters he'd played on the show. Has to rival PFT at this point, right? It was an amazing payoff too.
I think the bit worked for the character he was playing, that he was this really chirpy German guy who worked in a pretzel factory and had 8 months of holiday a year, and now he's going to tie himself to the Hollywood sign and kill himself, so odd. The way they tied that into all his later appearances and built up this little world is fun, I think that Scott and Jason just like to try and catch him out. Like my #1 pick for GOAT bit from the limerick episode where they get Jason to "read out" a limerick from the book of limericks. So great.