Your question doesn't really touch it, but the title does, so I'll first point out I'm not qualified to give advice on suicide prevention. I would also call that off topic for this site. I will try to focus on the parenting angle of how to parent him in this crisis, as opposed to how to be his psychologist.
On that note, your already doing something right for being in a position where you're even privy to this information. I was in a similar place when I was that age, and despite a good relation, that is not something I ever would've shared with my parents.
In managing this, I believe it will be imperative to find the balance of taking him serious without validating his suicidal thoughts. I react, for instance, on your question about how to make him see that it would not become less meaningless by him dying. To me, that would just register as not being understood. I still think that persisting in living when life is painful solely for the wellbeing of someone else, which that comment comes across as, is a big ask. The motivation to go on must be grounded in himself (I believe), in a promise of his own worthwhile future.
As kids, many of us will have come across the notion that kids have it easy, and if only they knew what it's like to have to work and pay bills and care for a family they wouldn't complain. And maybe some kids do have it easy. But as an adult, I find adult life tremendously much simpler than my youth, and I am inclined to believe that will hold true for most kids going through depression. In that situation, I think the opposite messaging is badly needed - to hear that life gets better. It'll likely be true for most of those who hit bottom at 15.
Does he seem apathetic? Because that can be a terribly powerful negative feedback loop. Find ways to break it. Help him end up in situations where he isn't left to his own thoughts.
I believe you need to put in a lot of work on really earning his trust that you will listen and truly hear him before he will be open to take advice. Premature advice may reinforce the idea that you don't understand, and may have an alienating effect. Again, he must not feel that you're trying to keep him alive for your own selfish reasons, but truly for his sake.
To question why one should keep on living when life itself is painful is a valid question. It should be taken seriously. Not to the point of validating suicide as a solution, but you need to work to find a good answer, and not just disqualify the question. He needs to be convinced that there's actually something to go on for. And I don't expect he'll take your word for it until he's seen that you're also open to the idea that life really does seem meaningless to him right now.
Citing the meaninglessness of life is symptomatic, to me. I've seen it in myself and several others. Depression is treacherous in that way. You convince yourself that you're depressed because life is meaningless when most likely, life seems meaningless because you're depressed. I'm not sure he's open to hear that from you, though. But as he's already seeing a psychologist, you're already treating him to some extent so you may consider whether it might be helpful to talk more to him about depression as an illness. To reinforce that it's something he's suffering from and not something that is integral to who he is. I can't say what will be your key to convincing him that a brighter future is tenable, but perhaps that's one possible route.
