Sometimes, people get sick and tired of being stuck existing as the only person they can even be, and the allure of the unknown (or even being certain about eternal nothingness) becomes much greater than the appeal of the prospect of continuing in miserable futility, merely for the sake of sparing a few who may superficially care, the inconvenience of grief and mourning. (for more on understanding suicide, consult the works of the late David Foster Wallace; his burning building analogy is about as concise as it gets)
He was funny sometimes. The sad part is that i've seen this sort of "meme" developing over the last few/several years, about him having never been funny, which it's entirely possible he saw, which may indeed have contributed to his depression.
If you spent half a century trying to entertain people, despite all your own personal struggles, and then one day you're old and broken and you look around and see people saying "he was never funny" (and i swear i've seen someone say he should just kill himself... though i can't recall where or cite the source, but i'd reckon it's happened in more than a few times, in various places), you'd probably feel like your whole life was an agonizing waste, and that the patterns are easily identifiable, and that there's no hope of ever being happy, or even content, ever again.
I would argue that regardless of the conditions or circumstances of his ending, he was an entertainer who gave the best he could of himself, the majority of his life, to entertain as many people as possible.
For him to have finally succumbed to the often harrowing strife of existence, and choose to be finished existing... does not make him, or anyone, selfish. He gave of himself, all he could, and for as long as he could bear his own existence... and then said "okay i'm done!" He spent half a century (or more) giving freely of himself.
Just because someone decides to stop giving (whether they simply cannot continue, or whether they simply lose the desire to do so), that doesn't make them selfish. It merely makes them human.
People who leap from burning buildings, usually don't really want to die; it's just that they've been forced to realize that leaping to their deaths, is not quite as terrible as burning alive. (and on that note: consider the potency of the message of those who self-immolate as protest...)