Warning: Spoilers for Rick and Morty season 6, episode 8.
When Rick and Morty season 6 saw Rick inexplicably hold onto Pissmaster's suicide note, the show obliquely nodded to his biggest struggle as a character. Rick is almost all-powerful in Rick and Morty, and his abilities rarely fail him (outside of a few isolated incidents). Despite this, Rick is deeply unhappy and misanthropic, frequently failing to improve himself despite his best efforts.
While Rick and Morty mocked South Park in season 6's silly, light-hearted comeback episode, Rick and Morty season 6, episode 8, "Analyze Piss," offered a more substantial, darker insight into Rick's character. In the outing, Rick's decision to ignore the villains who sought him out led Jerry to become an unlikely hero, while Pissmaster, one of Rick's would-be nemeses, took his own life after a humiliating defeat at Jerry's hands. When Rick discovered Pissmaster's body and took his place, it was only a matter of time before he revealed the secret of Pissmaster's suicide to Morty, and the reason he couldn't keep this secret to himself was the root of Rick's struggles.
Rick Is Afraid of Responsibility
While Rick doesn't fear many of the absurd foes that he and Morty face every week, there's good reason for this. Even reality-warping villains like Rick and Morty season 6's Previous Leon are no match for Rick's peerless super-genius, meaning he is rarely in real danger (outside of his face-offs with Evil Morty and Rick Prime). However, what Rick does fear is responsibility, as his incredible abilities arguably make him responsible for the safety not only of his immediate family but of the rest of the universe. Unfortunately, Rick can't contend with this idea and, as a result, constantly shifts his responsibility onto others.
Pissmaster's Death Proved Rick Can't Handle His Powers
Rick feels responsible for Pissmaster's suicide even though his circumstances put him in an impossible situation. To an extent, he was right. After all, Jerry wouldn't have confronted Pissmaster (which indirectly led to Pissmaster's suicide) if 90s villains weren't always seeking out Rick. However, as he noted to Dr. Wong, Rick and Morty's antihero didn't ask these villains to seek him out, so he is not single-handedly responsible for how badly Pissmaster took his loss to Jerry. Nonetheless, Rick still feels responsible because he has a deep-seated need to control his surroundings, and when this fails, he es his struggles on to whoever is closest to hand.
This tendency can be witnessed in Rick's need to offload trauma onto Morty (who immediately offloads it onto the Smith family at large) at the end of "Analyze Piss." Rick kept Pissmaster's suicide note (which both Summer and Morty note was a strange decision) to prove Jerry was the one Pissmaster blamed for his death, thus alleviating himself of any capability. Part of what makes Rick Rick is this desire to run from his powers, as Rick can't handle the responsibilities that come with his near-limitless abilities. As a result, the Rick and Morty antihero clings to evidence like Pissmaster's suicide note and offloads his fears onto his loved ones in an attempt to exonerate himself.
New episodes of Rick and Morty season 6 air Sundays on Adult Swim.