My roommates has mental health problems and I have no sympathy for him.
That sounds awful. Why don't you have sympathy for him?
I hate hanging out with him and his sad face.
That is cold. It's bad not to have sympathy for another person's mental health issues.
Maybe I'm cold but I just can't handle his sadness.
It is hard to understand what somebody is going through when they have mental health problems, but you can at least understand that they are going through something. You should have more sympathy for them.