Like many of the other respondents, wolfkitn and I go through this dance all the time. Something bad will have happened or she's not feeling well, and I'll tell her, "I'm sorry." Of course, she'll respond, "That's OK, it's not your fault." And, my response: "Well, I know, but I empathize." For some reason, just saying "I empathize," from the beginning doesn't feel like it conveys the full emotion.
The I'm Sorry dance