In Miriam Toews' A Complicated Kindness, Nomi talks with her old friend Sheridan, whose “dad had been excommunicated” and whose mother had “gone nuts” and ultimately killed herself. Nomi’s mom thought “Sheridan’s dad should have left town to save his mom the pain of having to pretend he was dead” (37). How does this statement relate to Nomi’s family situation?

The statement relates to what's happening in Nomi's family because it explains why Trudie chose to leave her husband and Nomi. It also explains why every other member of her family chooses to leave. Living in such an oppressive community is difficult and causes them to feel shame and judgement.
Nomi's mother has an affair and is threatened by her affair partner, Mr. Quiring. She wants to end it, so he makes up lies about her and condemns her to the local religious authority. Rather than live with that judgement, Nomi's mother does what she believes Sheridan's father should have done—she leaves. This removes her from the community and, to her mind, helps keep her family safe from judgement.
However, her leaving doesn't stop them from being judged. It only stops Nomi and her father from being judged on Nomi's mother's actions. Nomi is ultimately shunned, and her father leaves rather than ignore her. Nomi is the only one left because her sister, mother, and father are gone.

In the small town of East Village depicted in Miriam Toews' novel A Complicated Kindness, conformity is the rule and the expectation. A strict Mennonite community where certain traditions and customs are expected could be claustrophobic for some, and the youth of Toews' story are among those who chafe at the restrictions and customs to which they are expected to adhere. Nomi, the novel's young protagonist and narrator, is committed to maintaining the unity of her family. Nomi's older sister, Natasha, or Tash, is of an age where she can exercise her freedom to leave, and she promptly does with her boyfriend. The goal of family unity destroyed, Nomi can only wonder, somewhat rhetorically, why her parents failed so miserably:

"Why was Tash so intent on derailing our chances and sabotaging our plans to be together for goddam ever and why the hell couldn't my parents see what was happening and rein that girl in."

Tash, however, needed to escape and did. The strictures of the Mennonite community are too much for her to endure, so she leaves with Ian, her boyfriend, for the more carefree lifestyle of California. Furthermore, Nomi's mother is chafing to conform and senses that she is failing in that regard, which, as we learn, prompts her departure, leaving only Nomi and her father, Ray.
Which brings us to Nomi's observation regarding her mother's comment about Sheridan's father, that "...Sheridan's dad should have left town to save his mom the pain of having to pretend he was dead." Sheridan's father is not one of the town's more upstanding citizens, having been, Nomi points out, "excommunicated" from the Mennonite Church. In short, both Sheridan and Nomi are members of dysfunctional families, and efforts at adapting one's temperament and ambitions to the restrictions of this community's lifestyle are doomed to fail. Much better, the quote suggests, for the more dysfunctional among us to disappear than to try to fit in where conformity is highly unlikely to prevail, with the strains on those to whom we are closest that entails.