Pudding killing herself makes no logical sense, nor would it fix any of the problems.
A) Big Mom would just get one of her other billion kids to marry Sanji. Sanji is the important factor to the marriage not Pudding.
B) Big Mom would be so enraged she would probably kill all the straw hats anyway.
Assuming Pudding actually did kill herself, based on what Big Mom told us about Lola's wedding and the fact that Lola wasn't replaced, replacing Pudding may not be an option.