The ELI5 answer is, we don’t always know, and it doesn’t really matter. All we know is X people took a drug, Y percent of them developed suicidal thoughts they didn’t have before, so it’s listed as a possible side effect.
Whether they developed it directly because of the drug, or indirectly via some other neurochemical effect of the drug (perhaps the drugs allowed you to focus more on existing suicidal thoughts), or such thoughts developed purely coincidentally, makes no difference.
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