Yes and no. The Catholic Church has indeed backed off from the days when they refused to have funeral services for suicides on the presumption that they are hellbound; now they generally give the benefit of the doubt to people who commit suicide from depression, on the grounds that they may not have been sane enough to be morally responsible for their act.

However, the dogma still considers it a mortal sin if chosen deliberately by a sane person, and in particular suicide among the terminally ill is a matter of moral concern for them (or rather, keeping euthanasia illegal is a matter of political concern for them). They're supposed to freak out at the suggestion, like a priest did in a certain recent movie where euthanasia becomes a part of the plot.