There are a few broad reasons this can happen. One possibility is that they want to know if the treatment causes suicidal ideation, and the effect is often small enough that people more likely to report those symptoms independent of the treatment confound the result. Another is that they don't want to have to deal with the safety protocols that come with screening in participants who have reported any history of suicidality. Another still is that higher likelihood of an active mental health crisis means that it's harder for study coordinators to determine if participants have provided informed consent.

Sometimes studies are specifically for treatment-resistant depression, and I expect those studies are more likely to screen in participants with a history of suicidality, so I would recommend keeping an eye out for those if you would like to participate in clinical trials.

Be strong, brother, there is hope. Antidepressant can be really hard to administer, they exclude particularly vulnerable people from trials because they need to be protected the most.

The type of depression that makes the sufferer lie about not having suicidal ideations