I don't want to come across hypocritical or disingenuous either when I empathise or want to understand more about what someone is feeling. I would say I feel less awkward when someone talks to me about their problems than when they try to make small talk or joke around with me though. I usually feel incapable of reciprocating an adequate level of enthusiasm, especially when they ebulliently proceed to pounce on the next person who comes along about their latest preoccupation. It probably has nothing tot do with me since they'd be willing to tell anyone who'd listen but it can irrationally still feel like rejection when they move on.
Since I spend more time in "darker moods," my subdued energy is more fitting for quiet, empathic discussions. People might feel like they're enabling a person's negative emotions by not offering immediate solutions but you just gotta have patience. If someone is emotionally worked up they're not in a rational state of mind to listen but you can always approach them later. Sometimes the best thing you can do for someone is to let them learn from their mistakes while still being there for them without saying "I told you so" when they eventually realise you were right.
Recently an acquaintance of mine was posting suicidal blogs and facebook updates so I decided to say something even though I worried that it might make him feel worse. He told me afterwards on msn that be appreciated my comments and I wasn't coming across too nosy since he was posting his shit for everyone to see.
If someone acts blatantly sulky the last thing they probably want is to be ignored. Because most people find it uncomfortable talking about heavy topics I usually come to the conclusion that someone has to do it or else we'd feel more alienated from each other. Even though I may not be able to give good advice, mirroring someone's sadness and sharing your own experience if you relate can help without coming across too overbearing like Dr Phil. Sometimes people just need to feel that they're safe and being heard. We SA sufferers might be more sensitive than most, so we can learn to use that as an asset.
Even if someone says they want you to back off, chances are they'd also say that to someone else who was prying and isn't a close confidant. I know I'm not a pushy person against anyone's will so there's no point in trying to read the minds of passive-aggressive people when you're just trying to help. Sometimes you have to step on a few toes in order to work out where the boundaries are and that's okay.