Q:
"Some people love to be asked, others hate it. But when we are going through a lot, what makes us breakdown so easily just by this simple question?"
A:
I think our emotions are tuned into our expectations. If we expect something great, but only get something good, we will be displeased because reality wasn't as good as our expectation. When life is good we can afford to have high expectations. But at a minimum, everyone desires to expect to be at least "okay".
When things are going badly, in order to emotionally cope, we adjust our expectations lower to expect the bad so we wont be as displeased. But when someone asks us "are you okay" it reminds us that we aren't even meeting the default minimum expectation in society. It reminds us that "okay" is higher than the status quo we have desensitized ourselves into accepting. It reminds us that "worse than okay" isn't a valid status quo to resign oneself to. It reminds us that we should be upset about our situation.