I agree with Mitestorossa and Micahjoy, whose answers I voted up. Yes, his Madoff's son's apparent suicide is tragic and one feels compassion for his family. But the reason we're even talking about it is the fame, or infamy is more like it, of Bernie Madoff.
Doubtless many, many, many people convicted of felonies, languishing in jail have loved ones who suffer accidents and die by various mean; and as Micahjoy says "it would be inconceivable to even consider letting them out to attend the funeral."
Such a state of affairs (if the system were to go that way) would obviously present too much of a security risk.
I don't know if Mark Madoff shares actual criminal culpability with his father (I haven't kept up with the details of the case) but as Mitestarossa says "..he [Bernie Madoff] is ultimately responsible for his son's death."
If Mark has no actual criminal guilt, then his suicide is doubly tragic (if that's possible) because this means he may have taken his own life out of sheer shame.
Even if Mark has actual criminal guilt, he was only following the lead of his father, whose operation very well may (I say MAY) have been crooked from the very beginning when he went into business back in 1960 -- at least according to business journalist Erin Arvedlund who wrote a book about Madoff called "Too Good To Be True." If you want to take a peek at an interview she gave about her subject....