Were the Nazgul incapable of suicide? (Even though it wasn’t such a bad idea)

[CAB]

I would think it is very likely that at least one of the Nazgul wished to end his existence in Middle Earth. Aside from all the considerable disadvantages to living as a wraith, there is the fact that in Tolkien’s universe Men’s spirits sought to leave the world after a certain amount of time. Whether or not one believes that he would like to live forever in the real world, in Tolkien’s it is a given that Men do not, even if they don’t know it.

Early in the Third Age the Nazgul had the opportunity to end their “lives”. Sauron’s spirit was very weak and he didn’t have either the One or the nine rings. Any of the Nazgul who wished could have traveled to Orodruin and cast their rings into the fire. But there is the catch. I would guess that, just like Frodo, they were entirely incapable of destroying their rings (I guess this part is pretty obvious). It is even possible that Gandalf knew that Frodo would be unable to even attempt to damage the Ring because of rumors concerning failed Nazgul suicide attempts (a little unlikely, I think) or maybe just by reasoning that since the Nazgul were all still “alive” they were unable to willingly destroy their rings.

Any thoughts?