The inhabitants of Luz were Kena'anim and I wouldn't worry if they commited suicide (the Minchas Chinuch permits a Ben Noach to commit suicide). Besides, even if they were Megayer, the act of being Me'abed Atzmo le'Da'as, like Retzichah, needs a Ma'aseh (standing in a draft and getting sick is not a Ma'aseh to qualify as suicide).

Dov Zupnik

It still, though, would be a transgression of "v'Nishmartem Me'od l'Nafshoseichem" to do something -- even without a Ma'aseh (such as standing in a draft) -- to cause damage to oneself. It is permitted, however, for a person to end his life through meta-physical means (such as Choni ha'Ma'agil (Ta'anis 22a) who prayed that Hash-m end his life). Since leaving the city would not endanger themselves physically but metaphysically, it would not be prohibited.

-Mordecai Kornfeld