Hmm, that conversation sounds like so many I've had. I get the constant barometer checks of "are you ok?" I usually used to respond "no" or "how can I be", but you know, all that does is evoke pity from them and honestly, I don't want pity.
Acting "as if" in these situations is probably your best bet. Even if I am feeling extremely low when I get that question, I put on the happy face and tell her that I'm good and immediately turn the topic to something else.
The point is, guilt and pity are not going to get us anywhere. When our W's first met us and we started dating, they didn't do it because they pitied us (at least I hope not!). They saw something in us that evoked romantic feelings.
"Achieve success, but without vanity; Achieve success, but without aggression; Achieve success, but without gain; Achieve success, but without force." Lao Tzu