How To Deal With A Friend Who’s Been Through A Lot?

Hello, I’m the friend who’s been through a lot. Brief background: Freshman in college, parents died when I was 15, only family left is suicidal.
Last night, my closest friends here at my University told me they can’t deal with me, as I’ve been through too much. They told me that due to this, they don’t know how to help me when I confide to them about things that are happening. I told them that I never really expected advice, just comfort and a listening ear/someone to talk to.
My friends final statement on this issues was that I can tell them when I’m upset, just not why. This really hurt me and they also said that my issues in life are burdening the friendship as it stresses them out. One said that she has to worry about school and work and me confiding to her just stresses her out even more…
I don’t know what to do, I told them that I need a few days away from them to think about this. I go to therapy, so it’s not like I dump it all on them…and I got an apartment with them for next year, so I’m really just stuck, I can’t get out of the lease if the friendship were to end.
What do you think of all of this? I just need an outside perspective and advice, I guess. I’m really lost on this.