Another reason could be related to his past. Maybe he has a dark secret from his past that he's afraid will be revealed. In Fairy Tail, where people are generally open and honest, the fear of being exposed and shunned because of this secret could be overwhelming. This could make him feel that the only way out is to end his life.
One way could be to have the other characters in the fanfiction show him unconditional love and support. For example, his friends in Fairy Tail could constantly remind him of his worth and the good times they've had together. They might also try to involve him in activities that he used to enjoy within the Fairy Tail world, like going on quests or participating in guild parties.
It might be due to the fanbase loyalty. Fairy Tail fans are really into their own world and characters. They might not want to introduce Naruto elements as they feel it could disrupt the original charm of Fairy Tail. Also, the art styles are different. Naruto has a more traditional Japanese anime look, and Fairy Tail has its own style. This visual difference could be a reason for the lack of crossovers in fanfictions.
Maybe she just lost interest in the Fairy Tail world. Fanfiction can be a passing fancy, and her enthusiasm might have waned over time.
In a fanfiction, there could be a situation where Lucy is forced to side with a group that Natsu is against. This would make Natsu see her as an enemy. Or perhaps there is a prophecy that Lucy is involved in that Natsu misinterprets as something bad. He might think she is a threat to the guild or his friends. Also, if there is a love triangle situation where Lucy chooses someone else over Natsu in a way that really hurts his feelings, that could be a reason for him to start hating her.
One possible reason could be a sense of adventure. Romeo might feel that the guild has become too stagnant for him and he wants to explore new lands and face new challenges on his own. In fanfiction, authors often like to take characters out of their comfort zones to develop them further.
One possible reason could be a conflict of power. Naruto has his own set of powers from the Naruto universe, like chakra and jutsus. In Fairy Tail, magic is the main power source. Maybe his powers were seen as a threat or too different, causing the guild to force him out. For example, if his chakra-based attacks were disrupting the magical balance in Fairy Tail's world.
One possible reason could be that he was wrongly accused of a serious crime within the guild. Maybe some powerful and influential members believed he was a threat and pushed for his banishment. For example, if there was a string of mysterious attacks and Natsu was framed as the culprit due to his often wild and uncontrollable nature in battle.
Another reason could be related to his loyalty to the guild. Gray might think that his focus should be solely on protecting Fairy Tail and its members. He could believe that a romantic relationship with Juvia would distract him from his duties. Also, there could be some unspoken guild rules or a sense of propriety that he feels would be violated by getting involved with her.
Perhaps they leave because of a disagreement within the guild. Maybe there's a new policy or a decision made by the guild master that they don't agree with. For example, if the guild decides to get involved in a war that they think is unjust, they might choose to leave rather than participate against their beliefs.
Maybe it's due to power differences. Naruto has his own set of unique and powerful jutsu. In the Fairy Tail universe, magic is the main form of power. He could feel that his powers are not being utilized or respected in the right way. He might also be frustrated with the lack of understanding of his ninja skills among the Fairy Tail members, so he chooses to leave.