The Continuum prevented him from doing so, not that he was otherwise incapable.

Memory Alpha:

As a result of Q’s rebellious behavior, Quinn, a respected philosopher in the Continuum, decided that he wanted to shake things up even further by committing suicide, as he not only saw no purpose in continuing to exist, but wanted to break the monotonous stagnation afflicting the Continuum. The Continuum, however, stopped him from doing so because they were unable to predict what sort of societal chaos might result in the Continuum as a result of a Q committing suicide. Quinn was imprisoned on a rogue comet for eternity to prevent him from ending his own life, until he was accidentally released by the crew of the USS Voyager in 2372. In a courtroom hearing to determine his right to political asylum, Quinn described the Continuum as a lazy, old way station along a deserted desert road – he argued that the road could take them to anywhere in the universe, but the Q had already been everywhere. In addition, everything both old and new had already been discussed, and so the roadhouse was silent – there was nothing left to say. Therefore, Quinn argued that being forced to remain alive was a continued burden to him, a burden that he did not want to continue to bear. Q argued that the death of a Q would create chaos in the Continuum. Voyager captain Kathryn Janeway ruled in Quinn’s favor, granting him asylum. A day later, Quinn committed suicide. (VOY: “Death Wish”) As a result of Quinn’s action, the Continuum was plunged into a massively destructive civil war that set the “Freedom Faction” against the traditional Q. The two factions were able to construct weapons that could even compromise the immortality of a Q. When these weapons were fired in the Continuum, this resulted in massive damage to subspace, causing some stars in normal space to go supernova. Eventually, it damaged subspace to such an extent that Q outside of the Continuum lost their powers and immortality.