Why do I feed bad for not helping someone?
updated by @tigerlily: 09/02/18 12:21:23AM
Like you said, he's you coworker. He's not one of your chosen friends. It's sad he's having intense personal issues, but you are not his paid counsellor. If he was a close friend you might be prepared to be supportive, but even then you'd be wrecked by it and have to have your limits.
The fact that we get physically affected by their stuff would be incomprehensible to someone in his state. I find myself in this position a lot, where I feel mean and they're telling me I am mean, for not getting involved and 'helping'/dying for them - but I just can't do it to myself any more.
Keep up your own happiness and protective energies. Tell him to talk to a counsellor, or if it's a big company do they have an HR person or something? His stuff is not yours to fix.