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You can leave the floor to Schopenhauer himself:
For Schopenhauer, everything is a manifestation of the Universal Will.
Suicide is the elimination of a single manifestation of this will, it does not affect the principle itself in any way, but only confirms it by being excessively serious about it.
A person who has learned to curb the will to live turns it into himself and becomes free. The suicide deprives himself of the possibility of achieving this freedom, which, according to Schopenhauer, is the highest good.
As for Montaigne, I must confess that I am not at all sure that he considered life miserable, and I do not remember from what fragments this conclusion can be drawn.
He was a rich wine-maker from Bordeaux, who was distinguished by a fairly strong health and was convinced that man exists in order to be happy.
I don't know the text of the Experiments very well, so I'll just refer to J. R. R. Tolkien. McGurk: “His ideal is a lover of life, convinced that pleasure is permissible, the body is important, and happiness is good.” Montaigne is said to have taught France the love of life, and now literally thousands and thousands of psychotherapists teach clients to love life according to the Montaigne method: do not interfere with enjoying simple “natural pleasures”, give yourself up completely to pleasant moments (“When I dance , I dance, when I sleep , I sleep”), be able to prolong them in memory, etc.
This “easy” or even “reverse epicureanism,” as it is sometimes called, is the exact opposite of Schopenhauer's ascetic ideal.
One of Schopenhauer's theses was that those who are overly optimistic are doomed to constant disappointment precisely because life itself is not fair and not ideal at all. His critique of unjustified optimism partly echoes the ideas of the modern critique of “positive thinking” in psychology.
Schopenhauer also believed that it was necessary to develop a different model of perception of the world, not based on false, unfounded optimism and hope. He was sure that some pessimism and developing the skill of abstract perception of life (as if you were a spectator in a theater) is the way to peace of mind.
I would venture to suggest that this attitude promotes a calmer, more balanced attitude to life, which means, among other things, less stress; and less stress is one of the factors for a longer and healthier life.
However, Schopenhauer himself associated his health and longevity with regular walks and a sufficient amount of sleep. It's hard to argue with this recipe.