"What is dead may never die". If they were already dead inside before trying to commit suicide by cops, literally dying would be nothing to them. It'll be more a release from their tormented existence.
IMHO the best way to scare the shit out of these "suicidal killers" it to make it clear to them that the cops would do everything to capture them alive and that they'd suffer. They would not be allowed to glorify their own deaths by having their names in the headlines as they die resisting arrest.
I've mentioned it before, hook them up to machines. Turn them into blood farms. Rather than just take a lot of blood from drives and then throw them away because they expired, why not get the blood fresh? Maybe take a little liver every now and then too, if they were found to be compatible with a transplant patient.
Sounds evil but I believe even the most callous criminal would not want to spend all their remaining years like that. It would be a fate worse than death that they wanted.