Mortality: Sleeping and Death

The poem that really caught my attention was Richard Cory.
Here is this man that everyone reveres, and wishes to be, and then one night he just decides to put a bullet into his head. What part of the story are we missing. How was this poor man really feeling? On the outside he was everything that everyone wanted to be, but was he someone he really wanted to be? What was so horrible that he would take his own life. I felt really shocked and confused when I read this poem. I almost wish there was a poem from his side to see how things really were, instead of having to speculate why he did what he did.
As for the connection for sleeping and death: How nice it would be when the time comes to just go to sleep and not wake up. I think authors write this way to give a kind of acceptance to death. However you've got my thought process on the other hand.
Death doesn't really phase me. It's irreversible, and it's a part of life, so to speak. However, it's the process of getting to death that really rattles my cage. What if I end up with some terminal illness or get into a serious accident, and end up dying slowly spending my last moments in agony.
I don't know, just a thought.