People joking about offing themselves

I'm in high school and my friends/classmates would joke about wanting to off themselves, especially after they get loads of work or a mediocre test score. For example once we received a lot of difficult math homework, so one of them said, "I don't want to breathe right now"

They never actually come close to it and I'm sure they're joking. Should I be concerned? How should I respond? In the above example I just joked back saying something like "well that's actually the easiest thing for you to do right now".