No. That was just fine and enough. He thinks you might be depressed and suicidal because it is a characteristic experienced by a minority of people who are depressed or thinking about suicide. You just carry the same attitude that it does not matter, you will still find your feet to move on. Your ex never expected your reaction which is the reason for his comment. Don't show more emotion. It might be good to tell him that it hurts but you will move on, and don't forget to thank him for everything.