I think the answer lies in the three heroines themselves. The three of them know what is going on with themselves, and yet others don't accept that they know themselves. This is most clearly shown with Virginia and Leonard at the train station. It's clear that Leonard cares for his wife, and honestly wants the best for her, but he is convinced that the doctors know best, that Virginia is forgetting the bad times she went through. Clarissa Vaughan finds herself to be the only one who can understand Richard, and also the only one who has a vision for the party and its guests. Sally seems doubtful of everything coming together, and she clearly seems to resent Clarissa's near obsession with Richard. Louis seems to make light of Clarissa's breakdown much like Leonard, again not out of a place of spite but more from taking things at face value, Clarissa said she's okay after a few minutes, so she's just okay in his mind. Laura is confined to housewife status, clearly something she neither wants nor excels at, but everything around her is screaming that not only does she need to do it (housewife life) but that anyone can do it--the cake is very emblematic of this.
So by showing us that Virginia kills herself right away, and telling us that it isn't until 1941, viewers are stuck in the same place the heroines are. We know what is going to happen, so when the other characters don't seem to recognize the severity of the matter it is frustrating to us. Suicide for many viewers is probably a relatively foreign concept in that they themselves haven't seriously considered it. This shared frustration helps viewers identity with Virginia and through her the other two main women. And this connection is what ultimately drives the film, you don't want Clarissa's party to be spoiled, you want Laura to have a great birthday party for Dan, and probably most of all, you want to see Virginia happy. Even though from the beginning it seems clear that nothing is really going to go well for any of them, you're still cheering for them because a piece of you deep inside probably has felt or feels like them.