He was a spoiled rich boy looking at dodging horny Aryan Nation goons every time he took a shower for the rest of his life. That's a huge comedown from the life of luxury he enjoyed. He was going to be on the world stage with all of his crimes laid bare. He was fucked and he knew it.
I'm going to go with the Occam's Razor theory on this one. There is some bizarre, fucked up shit going on behind the scenes in this world, but in most cases, the truth is far more boring than people like to make it out to be. Dude was able to commit suicide because of either negligence on the part of the prison staff, or he had a damn good defense attorney that was able to convince the prison psychiatrist to take him off of suicide watch.