Is it haram to give up life because of guilt?

Suppose there was a train which caught fire. A person's wife and kid died due to the fire but husband survived and had the chance to leave the train cabin through a broken window but he did not saying "My wife and child is inside, dead. How can I leave without them." And he was burnt alive in the train cabin with his family. I know that if a person dies due to fire he is considered a martyr, this is for the wife and child. But what about the husband? Will his cause be considered suicide? Is this haram, the thing he did?