I've had some moments where my teen was so fucked up mentally that in my very private thoughts I kinda suspected that they might do it. And in that very stressful situation, in my very private thougts, I would've understood that decision.
But if they actually had done it, all that fog would've cleared immediately and it would have sucked more than anything could suck.
edit I sure hope you're not thinking with a single atom in your body of doing it to spite your parents.
Yeah, even if not helpful for you probably, that's a pretty normal parent response to a threat like that. I'm not being sarcastic here. It's not an indication that they don't love or value you, rather the exact opposite.
My personal recommendation to you is that you should be very careful what anonymous people in the internet tell you when the context is this important. Some people just don't give a shit about the well-being of anyone and will actively try to make things worse for you.
Get professional help.