They could just be scared. Most people will get kind of freaked out if they encounter someone who knows how they're feeling, and can tell if they're lying. On quite a few occasions I have asked a friend, "Hey, you okay?" and their face lights up with surprise and then confusion as to how I would know such a thing. One of my teachers even seems to shy away from me out of nervousness, which is really strange considering it's a full grown adult intimidated by a 14 year-old'spresence. There isn't much you can do, other than projecting positive energy around you and being nice.
But, all people are different. If you're finding it hard to help someone, try first getting to know them really well and have them comfortable around you. They should have an easier time opening up and not getting freaked out.