This is very sad. And you are honoring their feelings by realizing this is hard on your son and they are in love and all.
But. Bottom line. This girl has serious issues and your son is only 16. There are better ways to spend his pre-college years than investing all his energy in a fatally depressed person. I don't mean to sound callous, but I lost plenty of my own productive years (in my 20's) trying to help an old boyfriend with similar depression and self destruction issues. What a WASTE OF TIME FOR ME THAT WAS!!!!! And I only saw it years later. It seemed like the right and caring thing for me to focus on at the time of course.
So. Yes, they may associate you and blame you. Or maybe not, but I'd be surprised if they don't since "bad influences" are what people search for at times like these. I would reach out a little (flowers and note ?) since you really do care, but also keep your distance since that's also appropriate and respectful and you CANNOT HELP this girl and neither can your son nor should he try.
And as for your son...I simply don't get why teens are allowed to get so invested in relationships. I know kids fall in love and it's very real, and I know it's the norm now, but when I was in school only the kids with negligent parents were hanging around all the time on weekends and things. Most of us straight edges had after school jobs and activities and lots of homework and it was a tight community (Air Force base) where the parents knew everyone's kids. None of my friends were having boyfriends and girlfriends over to their house etc. I was lucky I was allowed to go to prom and a few movies with a group (rarely). There was no way in hell my parents would let me have a serious boyfriend-I did sneak out a few times and had one I could make out with in the break room bagging groceries...but...none of this extended time together where parents acknowledged the serious nature of the relationship. Yes, it's true love, yes teens are real people, but I'm just saying. Other things are more important to prepare for adulthood, but teens think the universe lies in the significant other at that age. If I would have been allowed to spend all my spare time with my boyfriend, I would have and a lot of my other accomplishments at that time-including completing a portfolio that got me into a prestigious art school and saving up enough money to move into an apartment my freshman year- wouldn't have happened.
So no, in my opinion, even if she was normal and well I don't think their relationship is "important to focus on". Your son will be heading off to college in 2 years and hopefully dating girls who are not suicidal-no offense to this girl. Again, I've been burned by caring too much for people with issues I can't control.
So. Honor his feelings. Allow him appropriate involvement (very little) and help nudge him in other directions with his energy and focus...partying and lying with his girlfriend aren't great trends...normal, but not great, as you know and good work being a parent and addressing it like you did!