Based on this question it can be said that Yes, this is an employment standard that should be avoided because it goes against the Americans with Disabilities Act of 1990. This is a civil rights act that was created to prevent discrimination against individuals with disabilities in several areas, including employment, transportation, public accommodations, communications and access to state and local government' programs and services.
Cheer them up! Try not to bring why they are depressed into whatever you are doing. If they don't want to or just want to be alone, just let them. Everbody wants to be alone sometimes.