Because suicide is forbidden by God. Reinhardt makes this mention in CV64/LoD. Everyone under the church's influence or teachings would be taught this lesson.
This. So much this. Even in the mid-1700's, people seriously took their faith absolutely seriously. Like, it's often scary how seriously people took it, and it's easy to forget that we live in the most libertarian age since the fall of the Roman Empire. In the 18th century, faith made a lot more demands of your life and if you lived in that era, you listened and did those things. It was still almost heresy to wonder why in some areas of the world, though this would be shaken off relatively quickly after -- "relatively" in this case meaning it was pretty much gone by 1901. Seems like a long time to us, but in the annals of history, it's not really that long.
Another thought:
A case could (and probably should) be made that Maxim is one of the bravest characters in the primary canon. All of that started because he wanted to protect his best friend. So he dealt as best he could with this form of mental illness that he had (essentially), helped his friend where possible, and to the end had unwavering faith that Juste would pull through and save everyone. That kind of rock-solid faith is pretty brave in and of itself, plus it seems to be implied that Maxim had been planning to try something like this to save Juste from his fate since before Juste had inherited the Vampire Killer, which would have put Maxim in his early teens when he'd decided to do this (Maxim and Juste are of similar age, and Juste was 16 when he inherited). While young teens in the 18th century were held to far more adult responsibilities, that's still really young. Goddamn Maxim is stupid yet brave. He's Castlevania's pinnacle of stupidly brave.