Someone tells you they are thinking of killing themselves and you ask, "Whats stopping you?" If they are still here wouldn't it be a win?

Contact a suicide crisis hotline and ask them how your should help this person.

How you respond to them can make the difference between helping them see the good things in life, and convincing them that they are unwanted and others would even like them to get rid of themselves, for their own convenience. You might ask them what has them considering suicide, and get them to talk about their situation. Help them find answers, like getting them away from whoever is tormenting them, into a better environment. Give them choices that don't include just ending life.

It's only a win as long as they don't end up eventually killing themselves.

Your logic is flawed, because if someone says they are thinking of killing themselves... that implies they have not yet made a decision. Perhaps they haven't yet found the things that make them not want to. Perhaps they are searching... and asking for... input from you that will help them make their decision.

The appropriate response would be something along the lines of, "You must be hurting. How can I help?"

If they said, "I considered it and decided not to", THEN your response is acceptable.