Bender usually tries to commit suicide in Futurama despite the thought he could back himself up to a new body. Why does Bender try to commit suicide if he thought he could just back himself up?
In Lethal Inspection - Season 5, Episode 6, Bender starts the day believing he is being backed up every day by a wireless backup unit and is essentially immortal, even if his body ("a towering inferno of human perfection") is destroyed.
He, unfortunately discovers after some probing by the Professor, he does not have the expected backup unit. He is suitably shocked and depressed later, not knowing how mortal beings cope with their impending end. (His end could be anywhere from a minute to a billion years from that moment, according to the professor.) This is where the suggestion of suicide comes in, suggested by Zoidberg, not known for great thinking even at the best of times.
Determined to find someone to blame he opts for his beloved "Inspector 5" the person who approved of his defective manufacture. He makes the mistake of calling Mom's Robot Company and reported he was defective. In an effort to keep her good reputation, her "technical support team" has to kill Bender. No suicide booth was ever involved. Hermes fakes Bender's death and the suicide team is "recalled."
We also learn that Hermes Conrad (the very same Hermes who works for the Professor and was guiding Bender on his apparently fruitless quest) was Inspector 5 and left working for Mom's Robot Company after he did not have the heart to destroy "Baby Bender" when the defective backup unit was initially discovered, by him.
The main reason is because he doesn't want to live. I don't think he gets backed up instantly. For example, in the very first episode he waits in line to use a suicide booth waiting for Fry to use it. He explains to Fry after the failed suicide attempt that he wanted to kill himself because he was sick of bending. There was another time, where he wanted to commit suicide but was murdered by his ex(suicide booth). I'm not sure of the details, but I think he was just sick of everybody.
Another reason might be because he wants attention. In "Teenage Mutant Leela's Hurdles" Bender threatened the Professor in running away. Since the Professor didn't care Bender said "I'll be good", meaning that he only wanted attention.
The last reason might have been the thrill of getting in a near death situation. From "Hell Is Other Robots", it shows that Bender has an addictive personality coming near death when he put himself in the center of an electrical storm. In the first episode, while Bender and Fry were in the suicide booth, Bender was taunting the booth to kill him.
The last reason probably isn't likely, but it can happen.
The stated reason is that he couldn't go on living after discovering that the girders he was bending were used to create suicide booths.
It's not stated explicitly, but my take on it is that Bender didn't really grasp what being killed would truly imply (permanent non-existence). To him, committing suicide is more like just something you do when you feel like it, and then you go do something else afterward.