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Andrew is a deeply tragic figure. He's Sarah's husband, Charlie's father, and a political columnist for The Times. We get the idea he isn't exactly happy even before he learns about Sarah and Lawrence's affair, or before he finds himself unable to cut off his middle finger to save Little Bee and her sister. (Apparently Sarah's finger was only worth one girl.) All this makes it seem like Andrew was already ripe for the depression he spiraled into after the incident with Little Bee in Nigeria
As Sarah learns late in the novel, Andrew was at least trying to deal with the guilt over Little Bee and her sister (he believed both to be dead) by immersing himself in researching atrocities committed by oil companies and detention centers like the one Little Bee is held in for two years. If his reaction to Little Bee's appearance at his home is any indication, this research was totally overwhelming him with the world's sorrow. He's haunted by his experience and Nigeria, and takes Little Bee to be a hallucination or a ghost. Heck, maybe he's already been hallucinating her. Hallucination seems much more natural to him than the flesh and blood reality that's actually there.
Just like Sarah didn't know about her husband's book until after his death, Andrew is a complex figure who remains pretty inaccessible to the readers. We know he's adored by Charlie, and, ironically, Sarah comes to love him again after he's hanged himself, after she realizes how much she relied on him, and after she learns about that research. This is not to say that Sarah would have or could have helped him more if she realized all this earlier. He seems to have been living in his own private hell, unreachable not just to us readers, but even to his wife and son.