I wouldn't be surprised if religion plays a part, whilst I couldn't find a specific biblical reference with 'murering yourself' being to closest, it is still believed to be a sin by many.
Although I also wouldn't be surprised if there are other reasons e.g. family simply missing someone, belief that someone is 'escaping' justice, trying to escape debts, etc.
It is common to hear it called cowardly, I remember hearing such remarks after Robin Williams death and Stephen Fry's attempt, in both instances they were suffering from conditions with one person I know recanting what they said once they found out.
Of course in reality things are going to be more complex.
As for governments trying to prevent it, I'd imagine there are multiple factors both 'social' and and practical.
On the social side you may have people who simply hate suicide as above, want to genuinely help people, etc.
On the practical side it may cost time and money to deal with e.g. train cancellations, repairs, fishing out bodies, investigations to make sure it isn't murder, etc.
As for taxes, depending on the individual there is potential for them to actually reduce the burden on society if they were to....remove themselves from society e.g. welfare dependants, terminally ill, retired people on state pension, etc.
Also in the case of say barriers, they can potentially help prevent accidents and murders as well. IIRC there have been incidents of people being pushed onto train tracks.
Now as this is EoF my obligatory **** post reason is maybe they just hate dealing with gooey bodies and giblets?