I've felt kind of like this before- being vulnerable and extremely sensitive to sad things around me. It seems to be when I am depressed. I think people notice things in others that they feel in themselves....so if you feel sad or embarrassed you will pick up on that in others who are feeling those things.... or view situations & people through a 'sad' lense.

Perhaps there are feelings inside you that need attention and compassion but they are being neglected so you are noticing them in other places?