So, two things... first, expecting some random guy online, especially in a game, to care about your personal problems is a tad unrealistic. After all, the person you're confiding in may well be trying to get away from THEIR OWN personal problems, which may indeed be severe.
The fact that this private communication ever saw the light of day means that the poor fellow who sent it needs to be more careful in who he trusts. Some people are, clearly, not worthy of that sort of trust, and it is only wise to get to know them better before you risk reaching out.
Secondly, though... seriously? Nobody expects you to be someone's confidant in an online game. Granted, I've met some great folks online, but you're not required to talk someone off the ledge... again, your own personal problems to avoid, leisure time, free country, all that. HOWEVER. It costs you NOTHING to be polite, make up some excuse to stop talking, and keep your mouth shut about it like a decent human being.
Life gets pretty rough, sometimes, and kicking someone right after they let you know they're down? That's just low. I can only hope the folks who are around you when you hit the rocks have more charity in them.