I think she asks because she doesn't want to assume or guess what your feeling about the sad or hurtful story. Not everyone is going to feel the same emotions when telling a similar story. Someone could feel one emotion or a lot of emotions. She could also be asking so you will reflect on what your feeling. I know I tend to block out what i'm feeling so when T asks that question it forces me to take notice of them. Otherwise I would just skip over them and continue on with the conversation.